The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model

We consider Glauber dynamics for the Ising model on the complete graph on n vertices, known as the Curie-Weiss model. It is well-known that the mixing-time in the high temperature regime (β < 1) has order n log n, whereas the mixing-time in the case β > 1 is exponential in n. Recently, Levin, Luczak and Peres proved that for any fixed β < 1 there is cutoff at time with a window of order n, whereas the mixing-time at the critical temperature β = 1 is Θ(n ^3/2). It is natural to ask how the mixing-time transitions from Θ(n log n) to Θ(n ^3/2) and finally to exp (Θ(n)). That is, how does the mixing-time behave when β = β(n) is allowed to tend to 1 as n → ∞. In this work, we obtain a complete characterization of the mixing-time of the dynamics as a function of the temperature, as it approaches its critical point β _c  = 1. In particular, we find a scaling window of order around the critical temperature. In the high temperature regime, β = 1 − δ for some 0 < δ < 1 so that δ ² n → ∞ with n, the mixing-time has order (n/δ) log(δ ² n), and exhibits cutoff with constant and window size n/δ. In the critical window, β = 1± δ, where δ ² n is O(1), there is no cutoff, and the mixing-time has order n ^3/2. At low temperature, β = 1 + δ for δ > 0 with δ ² n → ∞ and δ = o(1), there is no cutoff, and the mixing time has order . Research of J. Ding and Y. Peres was supported in part by NSF grant DMS-0605166.     

Focal switch of cosine-Gaussian beams

The focal switch of cosine-Gaussian (CsG) beams passing through a system with the aperture and lens separated is studied analytically and numerically. It is shown that the focal switch of CsG beams can appear not only for the apertured case, but also for the unapertured case. The necessary condition for the focal switch is that truncation parameter α > α_c and the beam parameter β > β_c, α_c, β_c being the corresponding critical values. There exists a maximum of the relative transition height Δz _sw as α varies, and Δz _sw increases with increasing β and decreasing N _w. The normalized axial intensity minimum I _min / I _max decreases with an increase of α and β, and I _min / I _max remains unchanged as N _w varies.     

Scaling and self-averaging in the three-dimensional random-field Ising model

We investigate, by means of extensive Monte Carlo simulations, the magnetic critical behavior of the three-dimensional bimodal random-field Ising model at the strong disorder regime. We present results in favor of the two-exponent scaling scenario, [`(h)]\bar{\eta} = 2η, where η and [`(h)]\bar{\eta} are the critical exponents describing the power-law decay of the connected and disconnected correlation functions and we illustrate, using various finite-size measures and properly defined noise to signal ratios, the strong violation of self-averaging of the model in the ordered phase.     

Monte Carlo investigation of phase transitions in the frustrated Heisenberg model on a triangular lattice

The critical properties and phase transitions of the three-dimensional frustrated antiferromagnetic Heisenberg model on a triangular lattice have been investigated using the Monte Carlo method with a replica algorithm. The critical temperature has been determined and the character of the phase transitions has been analyzed using the method of fourth-order Binder cumulants. A second-order phase transition has been found in the three-dimensional frustrated Heisenberg model on a triangular lattice. The static magnetic and chiral critical exponents of the heat capacity α, the susceptibility γ and γ _k , the magnetization β and β _k , the correlation length ν and ν _k , as well as the Fisher exponents η and η _k , have been calculated in terms of the finite-size scaling theory. It has been demonstrated that the three-dimensional frustrated antiferromagnetic Heisenberg model on a triangular lattice forms a new universality class of the critical behavior.     

On the Mixing Time of the 2D Stochastic Ising Model with “Plus” Boundary Conditions at Low Temperature

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 ${\varepsilon >0 }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 ${\varepsilon >0 }${\varepsilon >0 } there exists c=c(b,e){c=c(\beta,\varepsilon)} such that the corresponding mixing time T _mix satisfies lim_L?￥ P(T_mix 3 exp(cL^e)) = 0{{\rm lim}_{L\to\infty}\,{\bf P}\left(T_{\rm mix}\ge {\rm exp}({cL^\varepsilon})\right) =0}. In the non-random case τ ≡ +  (or τ ≡ −), this implies that T_mix ￡ exp(cL^e){T_{\rm mix}\le {\rm exp}({cL^\varepsilon})}. The same bound holds when the boundary conditions are all +  on three sides and all − on the remaining one. The result, although still very far from the expected Lifshitz behavior T _mix = O(L ²), considerably improves upon the previous known estimates of the form T_mix ￡ exp(c L^{\frac 12 + e}){T_{\rm mix}\le {\rm exp}({c L^{\frac 12 + \varepsilon}})}. The techniques are based on induction over length scales, combined with a judicious use of the so-called “censoring inequality” of Y. Peres and P. Winkler, which in a sense allows us to guide the dynamics to its equilibrium measure.     

Weak chaos and metastability in a symplectic system of many long-range-coupled standard maps

We introduce, and numerically study, a system of N symplectically and globally coupled standard maps localized in a d=1 lattice array. The global coupling is modulated through a factor r^-α, being r the distance between maps. Thus, interactions are long-range (nonintegrable) when 0≤α≤1, and short-range (integrable) when α>1. We verify that the largest Lyapunov exponent λ_M scales as λ_M ∝ N^-κ(α), where κ(α) is positive when interactions are long-range, yielding weak chaos in the thermodynamic limit N↦∞ (hence λ_M→0). In the short-range case, κ(α) appears to vanish, and the behaviour corresponds to strong chaos. We show that, for certain values of the control parameters of the system, long-lasting metastable states can be present. Their duration t_c scales as t_c ∝N^β(α), where β(α) appears to be numerically in agreement with the following behavior: β>0 for 0 ≤α< 1, and zero for α≥1. These results are consistent with features typically found in nonextensive statistical mechanics. Moreover, they exhibit strong similarity between the present discrete-time system, and the α-XY Hamiltonian ferromagnetic model.     

Entanglement entropy fluctuations in quantum Ising chains

The behavior of Ising chains with the spin-spin interaction value λ in a transverse magnetic field of constant intensity (h = 1) is considered. For a chain of infinite length, exact analytical formulas are obtained for the second central moment (dispersion) of the entropy operator Ŝ = -lnρ with reduced density matrix ρ, which corresponds to a semi-infinite part of the model chain occurring in the ground state. In the vicinity of a critical point λ_c = 1, the entanglement entropy fluctuation ΔS (defined as the square root of dispersion) diverges as ΔS ∼ [ln(1/|1 − λ|)]^1/2. For the known behavior of the entanglement entropy S, this divergence results in that the relative fluctuation δS = ΔS/S vanishes at the critical point, that is, a state with almost nonfluctuating entanglement is attained.     

The Effect of Disorder on the Free-Energy for the Random Walk Pinning Model: Smoothing of the Phase Transition and Low Temperature Asymptotics

We consider the continuous time version of the Random Walk Pinning Model (RWPM), studied in (Berger and Toninelli (Electron. J. Probab., to appear) and Birkner and Sun (Ann. Inst. Henri Poincaré Probab. Stat. 46:414–441, 2010; ). Given a fixed realization of a random walk Y on ℤ ^d with jump rate ρ (that plays the role of the random medium), we modify the law of a random walk X on ℤ ^d with jump rate 1 by reweighting the paths, giving an energy reward proportional to the intersection time L_t(X,Y)=ò₀^t 1_Xs=Ys dsL_{t}(X,Y)=\int_{0}^{t} \mathbf {1}_{X_{s}=Y_{s}}\,\mathrm {d}s: the weight of the path under the new measure is exp (βL _t (X,Y)), β∈ℝ. As β increases, the system exhibits a delocalization/localization transition: there is a critical value β _c , such that if β>β _c the two walks stick together for almost-all Y realizations. A natural question is that of disorder relevance, that is whether the quenched and annealed systems have the same behavior. In this paper we investigate how the disorder modifies the shape of the free energy curve: (1) We prove that, in dimension d≥3, the presence of disorder makes the phase transition at least of second order. This, in dimension d≥4, contrasts with the fact that the phase transition of the annealed system is of first order. (2) In any dimension, we prove that disorder modifies the low temperature asymptotic of the free energy.     

Criticality of the mean-field spin-boson model: boson state truncation and its scaling analysis

The spin-boson model has nontrivial quantum phase transitions at zero temperature induced by the spin-boson coupling. The bosonic numerical renormalization group (BNRG) study of the critical exponents β and δ of this model is hampered by the effects of boson Hilbert space truncation. Here we analyze the mean-field spin boson model to figure out the scaling behavior of magnetization under the cutoff of boson states N _b . We find that the truncation is a strong relevant operator with respect to the Gaussian fixed point in 0 < s < 1/2 and incurs the deviation of the exponents from the classical values. The magnetization at zero bias near the critical point is described by a generalized homogeneous function (GHF) of two variables τ = α – α _c and x = 1/N _b . The universal function has a double-power form and the powers are obtained analytically as well as numerically. Similarly, m(α = α _c ) is found to be a GHF of ϵ and x. In the regime s > 1/2, the truncation produces no effect. Implications of these findings to the BNRG study are discussed.     

Bootstrap Percolation on Homogeneous Trees Has 2 Phase Transitions

We study the threshold θ bootstrap percolation model on the homogeneous tree with degree b+1, 2≤θ≤b, and initial density p. It is known that there exists a nontrivial critical value for p, which we call p _f , such that a) for p>p _f , the final bootstrapped configuration is fully occupied for almost every initial configuration, and b) if p<p _f , then for almost every initial configuration, the final bootstrapped configuration has density of occupied vertices less than 1. In this paper, we establish the existence of a distinct critical value for p, p _c , such that 0<p _c <p _f , with the following properties: 1) if p≤p _c , then for almost every initial configuration there is no infinite cluster of occupied vertices in the final bootstrapped configuration; 2) if p>p _c , then for almost every initial configuration there are infinite clusters of occupied vertices in the final bootstrapped configuration. Moreover, we show that 3) for p<p _c , the distribution of the occupied cluster size in the final bootstrapped configuration has an exponential tail; 4) at p=p _c , the expected occupied cluster size in the final bootstrapped configuration is infinite; 5) the probability of percolation of occupied vertices in the final bootstrapped configuration is continuous on [0,p _f ] and analytic on (p _c ,p _f ), admitting an analytic continuation from the right at p _c and, only in the case θ=b, also from the left at p _f . L.R.G. Fontes partially supported by the Brazilians CNPq through grants 475833/2003-1, 307978/2004-4 and 484351/2006-0, and FAPESP through grant 04/07276-2. R.H. Schonmann partially supported by the American N.S.F. through grant DMS-0300672.     

Quantum Discord Behavior for Two Qubits Heisenberg XYZ Chain with Inhomogeneous Magnetic Field

We report the quantum correlation behavior (quantum discord (QD)) of a two-qubit anisotropic Heisenberg XYZ chain under an inhomogeneous magnetic field. It is shown that in the lower region of b QD can be enhanced evidently through increasing anisotropic parameter γ, while the effects of γ are disappear when b is strong enough. The role of J _z is nearly opposite to γ, there is a critical value of b _c , with b>b _c QD is improved with decreasing interaction J _z , while the value of QD is nearly invariable whatever changing J _z when b<b _c . In addition, one can get non-zero QD by properly tuning J _z and γ even at a higher temperature. When inhomogeneity is increased to b _c , the QD can exhibit a regrowth procession, and the regrowth value of QD can be larger than that of before dropping in the region of weak J _z . We also obtain the ground state QD properties. These investigations can imply us more control parameters on quantum correlation in solid state systems.     

Asymptotic Behavior of the Magnetization Near Critical and Tricritical Points via Ginzburg–Landau Polynomials

The purpose of this paper is to prove connections among the asymptotic behavior of the magnetization, the structure of the phase transitions, and a class of polynomials that we call the Ginzburg–Landau polynomials. The model under study is a mean-field version of a lattice spin model due to Blume and Capel. It is defined by a probability distribution that depends on the parameters β and K, which represent, respectively, the inverse temperature and the interaction strength. Our main focus is on the asymptotic behavior of the magnetization m(β _n ,K _n ) for appropriate sequences (β _n ,K _n ) that converge to a second-order point or to the tricritical point of the model and that lie inside various subsets of the phase-coexistence region. The main result states that as (β _n ,K _n ) converges to one of these points (β,K), . In this formula γ is a positive constant, and is the unique positive, global minimum point of a certain polynomial g. We call g the Ginzburg–Landau polynomial because of its close connection with the Ginzburg–Landau phenomenology of critical phenomena. For each sequence the structure of the set of global minimum points of the associated Ginzburg–Landau polynomial mirrors the structure of the set of global minimum points of the free-energy functional in the region through which (β _n ,K _n ) passes and thus reflects the phase-transition structure of the model in that region. This paper makes rigorous the predictions of the Ginzburg–Landau phenomenology of critical phenomena and the tricritical scaling theory for the mean-field Blume–Capel model.     

Local exponential estimates for h-pseudodifferential operators and tunneling for Schrödinger, Dirac, and square root Klein-Gordon operators

We consider the class of matrix h-pseudodifferential operators Op _h (a) with symbols a = (a _ij ) _i,j=1 ^N , where the coefficients a _ij ∈ C ^∞(? _x ⁿ × ? _ξ ⁿ ? C(0, 1] satisfy the estimates |? _x ^β g6 _ξ ^α α _ij (x, ξ, h)| ? C _αβ 〈ξ〉 ^m and 〈ξ〉 = (1 + |ξ|²)^1/2 for every multi-indices α, β. We also assume that a _ij (x, ξ) is analytically continued with respect to ξ to a tube domain ? ⁿ + i $ \mathcal{B} We consider the class of matrix h-pseudodifferential operators Op _h (a) with symbols a = (a _ij ) _i,j=1^N, where the coefficients a _ij ∈ C ^∞(ℝ _x ⁿ × ℝ _ξ ⁿ ⊗ C(0, 1] satisfy the estimates |ϖ _x ^β g6 _ξ ^α α _ij (x, ξ, h)| ⩽ C _αβ 〈ξ〉 ^m and 〈ξ〉 = (1 + |ξ|²)^1/2 for every multi-indices α, β. We also assume that a _ij (x, ξ) is analytically continued with respect to ξ to a tube domain ℝ ⁿ + i , where is a bounded domain in ℝ ⁿ containing the origin. The main results of the paper are the local estimates for solutions of h-pseudodifferential equations. Let H _h ^s (ℝ ⁿ , ℂ ^N ) be the space of distributions with values in ℂ ^N which is equipped with the norm , let Ω ⊂ ℝ ⁿ be a bounded open set, let v ∈ C ^∞(ℝ ⁿ ), let ▿v(x) ∈ for any x ∈ Ω, and let . Let u _h (∈ H _h ^s (ℝ ⁿ ,‒ ^N )) be a solution of the equation Op _h (α)u = 0. In this case, for every ϕ ∈ C ₀^∞ (Ω) such that ϕ(x) = 1 on Supp v and for a sufficiently small h ₀ > 0, there exists a constant C > 0 such that the following estimate holds for every h ∈ (0, h ₀]:

((1))

We apply estimate (1) to local tunnel exponential estimates for the behavior as h → 0 of the eigenfunctions of matrix Schr?dinger, Dirac, and square-root Klein-Gordon operators. To the memory of Professor V. A. Borovikov     

Critical point phenomena in the electrical resistivity of binary liquid systems: CS2 + CH3CN and CS2 + CH3NO2

Electrical resistance measurements are reported on the binary liquid mixtures CS₂ + CH₃CN and CS₂ + CH₃NO₂ with special reference to the critical region. Impurity conduction seems to be the dominant mechanism for charge transport. For the liquid mixture filled at the critical composition, the resistance of the system aboveT _c follows the relationR=R _c−A(T−T _c) ^b withb=0·6±0·1. BelowT _c the conductivities of the two phases obey a relation σ₂−σ₁=B(T _c−T)^β with β=0·34±0·02, the exponent of the transport coefficient being the same as the exponent of the order parameter, an equilibrium property.     

Temporal correlations and persistence in the kinetic Ising model: the role of temperature

We study the statistical properties of the sum S _t = dt'σ _t', that is the difference of time spent positive or negative by the spin σ _t, located at a given site of a D-dimensional Ising model evolving under Glauber dynamics from a random initial configuration. We investigate the distribution of S_t and the first-passage statistics (persistence) of this quantity. We discuss successively the three regimes of high temperature ( T > T _c), criticality ( T = T _c), and low temperature ( T < T _c). We discuss in particular the question of the temperature dependence of the persistence exponent , as well as that of the spectrum of exponents (x), in the low temperature phase. The probability that the temporal mean S _t/t was always larger than the equilibrium magnetization is found to decay as t ^{- - ?}. This yields a numerical determination of the persistence exponent in the whole low temperature phase, in two dimensions, and above the roughening transition, in the low-temperature phase of the three-dimensional Ising model. Received 4 December 2000     

Breakdown of the linear current regime in periodic structures

We study the effect of a weak nonlinearity in media on the linear regime of current flow in two-dimensional periodic structures with two equal component concentrations. We find that the asymptotic behavior of the electric field and current as functions of the distance between the angles in heterogeneous media is determined by the parameter h=σ ₂/σ ₁ (here σ ₁ and σ ₂ are the linear conductivities of the cells) and the external magnetic field B. This dependence leads to divergence of the higher-order moments of field and current at certain critical values h _c and B _c and to divergence of the response functions related to the higher-order moments. For square cells the effective nonlinear conductivity diverges at h⩽h _c, with . For structures of general shape we find the dependence of h _c on the angles and the external magnetic field. We show that for a given structure the linear regime of current flow in the system can be reversibly transformed into a nonlinear one by varying the magnetic field strength. The critical field B _c is approximately determined from the condition ω _c τ∼1, where ω _c and τ ⁻¹ are, respectively, the cyclotron frequency and the collision rate. Finally, we discuss the feasibility of detecting these effects experimentally. Zh. éksp. Teor. Fiz. 112, 643–660 (August 1997)     

Relaxation to Equilibrium for Two Dimensional Disordered Ising Systems in the Griffiths Phase

We consider Glauber–type dynamics for two dimensional disordered magnets of Ising type. We prove that, if the disorder–averaged influence of the boundary condition is sufficiently small in the equilibrium system, then the corresponding Glauber dynamics is ergodic with probability one and the disorder–average C(t) of time–autocorrelation function satisfies (for large t). For the standard two dimensional dilute Ising ferromagnet with i.i.d. random nearest neighbor couplings taking the values 0 or J ₀>0, our results apply even if the active bonds percolate and J ₀ is larger than the critical value J _c of the corresponding pure Ising model. For the same model we also prove that in the whole Griffiths' phase the previous upper bound is optimal. This implies the existence of a dynamical phase transition which occurs when J crosses J _c . Received:     

Metastable Behavior for Bootstrap Percolation on Regular Trees

We examine bootstrap percolation on a regular (b+1)-ary tree with initial law given by Bernoulli(p). The sites are updated according to the usual rule: a vacant site becomes occupied if it has at least θ occupied neighbors, occupied sites remain occupied forever. It is known that, when b>θ≥2, the limiting density q=q(p) of occupied sites exhibits a jump at some p _T=p _T(b,θ)∈(0,1) from q _T:=q(p _T)<1 to q(p)=1 when p>p _T. We investigate the metastable behavior associated with this transition. Explicitly, we pick p=p _T+h with h>0 and show that, as h ↓0, the system lingers around the “critical” state for time order h ^−1/2 and then passes to fully occupied state in time O(1). The law of the entire configuration observed when the occupation density is q∈(q _T,1) converges, as h ↓0, to a well-defined measure.     

Variational calculations on the energy levels of graphene quantum antidots

The critical properties of the two-dimensional Ising and Blume-Capel model on directedsmall-world lattices with quenched connectivity disorder are investigated. The disordered system is simulated by applying the Monte Carlo method with heat bath update algorithm and histogram re-weighting techniques. The critical temperature, as well as the critical exponents are obtained. For both models the critical parameters have been obtained for several values of the rewiring probability p. It is found that these disorder systems do not belong to the same universality class as two-dimensional ferromagnetic model on regular lattices. In particular, the Blume-Capel model, with zero crystal field interaction, on a directedsmall-world lattice presents a second-order phase transition for p < p _c , and a first-order phase transition for p > p _c , where p _c  ≈ 0.25. The critical exponents for p < p _c are different from those of the same model on a regular lattice, but are identical to the exponents of the Ising model on directedsmall-world lattice.