Presented on October 2, 2017 at 11:00 a.m. in the Klaus Advanced Computing Building, room 1116E.
The critical slowdown picture of Glauber dynamics for the 2D Ising model is by now fairly well understood. For @math , the dynamics on an @math torus has @math via the work of Martinelli and Olivieri @cite_42 @cite_45 and Martinelli, Olivieri and Schonmann @cite_40 , showing that, in this regime, there is a uniform bound on the inverse gap (in fact under arbitrary boundary conditions; see [ .7] Martinelli97 ). That this dynamics has @math at any @math for some @math was shown by Chayes, Chayes and Schonmann @cite_18 , and thereafter with the sharp @math by Cesi @cite_27 . Finally, a polynomial upper bound on @math at @math was given in the aforementioned paper @cite_25 ; establishing the correct (believed to be universal and approximately @math ; cf. @cite_25 and its references) remains a challenging open problem.
@cite_18 @cite_42 @cite_27 @cite_40 @cite_45 @cite_25
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We consider a Glauber dynamics reversible with respect to the two-dimensional Ising model in a finite square of sideL, in the absence of an external field and at large inverse temperature β. We first consider the gap in the spectrum of the generator of the dynamics in two different cases: with plus and open boundary conditions. We prove that, when the symmetry under global spin flip is broken by the boundary conditions, the gap is much larger than the case in which the symmetry is present. For this latter we compute exactly the asymptotics of −(1 βL) log(gap) asL→∞ and show that it coincides with the surface tension along one of the coordinate axes. As a consequence we are able to study quite precisely the large deviations in time of the magnetization and to obtain an upper bound on the spin-spin time correlation in the infinite-volume plus phase. Our results establish a connection between the dynamical large deviations and those of the equilibrium Gibbs measure studied by Shlosman in the framework of the rigorous description of the Wulff shape for the Ising model. Finally we show that, in the case of open boundary conditions, it is possible to rescale the time withL in such a way that, asL→∞, the finite-dimensional distributions of the time-rescaled magnetization converge to those of a symmetric continuous-time Markov chain on the two-state space −m*(β),m*(β) ,m*(β) being the spontaneous magnetization. Our methods rely upon a novel combination of techniques for bounding from below the gap of symmetric Markov chains on complicated graphs, developed by Jerrum and Sinclair in their Markov chain approach to hard computational problems, and the idea of introducing “block Glauber dynamics” instead of the standard single-site dynamics, in order to put in evidence more effectively the effect of the boundary conditions in the approach to equilibrium. We consider Glauber dynamics (starting from an extremal configuration) in a monotone spin system, and show that interjecting extra updates cannot increase the expected Hamming distance or the total variation distance to the stationary distribution. We deduce that for monotone Markov random fields, when block dynamics contracts a Hamming metric, single-site dynamics mixes in O(n log n) steps on an n-vertex graph. In particular, our result completes work of Kenyon, Mossel and Peres concerning Glauber dynamics for the Ising model on trees. Our approach also shows that on bipartite graphs, alternating updates systematically between odd and even vertices cannot improve the mixing time by more than a factor of log n compared to updates at uniform random locations on an n-vertex graph. Our result is especially effective in comparing block and single-site dynamics; it has already been used in works of Martinelli, Toninelli, Sinclair, Mossel, Sly, Ding, Lubetzky, and Peres in various combinations. We study discrete time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with n vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap 1 - _2 for the dynamics on trees and on certain hyperbolic graphs is polynomial in n. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that if the relaxation time T2 satisfies T2 = O(n), then the correlation coefficient, and the mutual information, between any local function (which dependsonly on the configuration in a fixed window) and the boundary conditions, decays exponentially in the distance between the window and the boundary. For the Ising model on a regular tree, this condition is sharp. 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 ( >0 ) there exists ( c=c( , ) ) such that the corresponding mixing time T mix satisfies ( lim _ L , P (T_ mix exp ( cL^ ) ) =0 ). In the non-random case τ ≡ + (or τ ≡ −), this implies that ( T_ mix exp ( cL^ ) ). 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^ 12 + ) ). 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. We give the first comprehensive analysis of the effect of boundary conditions on the mixing time of the Glauber dynamics in the so-called Bethe approximation. Specifically, we show that the spectral gap and the log-Sobolev constant of the Glauber dynamics for the Ising model on an n-vertex regular tree with (+)-boundary are bounded below by a constant independent of n at all temperatures and all external fields. This implies that the mixing time is O(logn) (in contrast to the free boundary case, where it is not bounded by any fixed polynomial at low temperatures). In addition, our methods yield simpler proofs and stronger results for the spectral gap and log-Sobolev constant in the regime where the mixing time is insensitive to the boundary condition. Our techniques also apply to a much wider class of models, including those with hard-core constraints like the antiferromagnetic Potts model at zero temperature (proper colorings) and the hard–core lattice gas (independent sets). We show for the first time that the mixing time of Glauber (single edge update) dynamics for the random cluster model at q = 2 is bounded by a polynomial in the size of the underlying graph. As a consequence, the Swendsen-Wang algorithm for the ferromagnetic Ising model at any temperature has the same polynomial mixing time bound. The Ising model is widely regarded as the most studied model of spin-systems in statistical physics. The focus of this paper is its dynamic (stochastic) version, the Glauber dynamics, introduced in 1963 and by now the most popular means of sampling the Ising measure. Intensive study throughout the last three decades has yielded a rigorous understanding of the spectral-gap of the dynamics on ( Z ^2 ) everywhere except at criticality. While the critical behavior of the Ising model has long been the focus for physicists, mathematicians have only recently developed an understanding of its critical geometry with the advent of SLE, CLE and new tools to study conformally invariant systems. We study discrete time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with n vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap 1- spl lambda sub 2 ) for the dynamics on trees and on certain hyperbolic graphs, is polynomial in n. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that if the relaxation time spl tau sub 2 satisfies spl tau sub 2 =O(n), then the correlation coefficient, and the mutual information, between any local function (which depends only on the configuration in a fixed window) and the boundary conditions, decays exponentially in the distance between the window and the boundary. For the Ising model on a regular tree, this condition is sharp. We consider the two-dimensional stochastic Ising model in finite square Λ with free boundary conditions, at inverse temperature β>β0 and zero external field. Using duality and recent results of Ioffe on the Wulff construction close to the critical temperature, we extend some of the results obtained by Martinelli in the low-temperature regime to any temperature below the critical one. In particular we show that the gap in the spectrum of the generator of the dynamics goes to zero in the thermodynamic limit as an exponential of the side length of Λ, with a rate constant determined by the surface tension along one of the coordinate axes. We also extend to the same range of temperatures the result due to Shlosman on the equilibrium large deviations of the magnetization with free boundary conditions. Studies two widely used algorithms, Glauber dynamics and the Swendsen-Wang (1987) algorithm, on rectangular subsets of the hypercubic lattice Z sup d . We prove that, under certain circumstances, the mixing time in a box of side length L with periodic boundary conditions can be exponential in L sup d-1 . In other words, under these circumstances, the mixing in these widely used algorithms is not rapid; instead it is torpid. The models we study are the independent set model and the q-state Potts model. For both models, we prove that Glauber dynamics is torpid in the region with phase coexistence. For the Potts model, we prove that the Swendsen-Wang mixing is torpid at the phase transition point. In this article we consider large energy wave maps in dimension 2+1, as in the resolution of the threshold conjecture by Sterbenz and Tataru (Commun. Math. Phys. 298(1):139–230, 2010; Commun. Math. Phys. 298(1):231–264, 2010), but more specifically into the unit Euclidean sphere ( S ^ n-1 R ^ n ) with ( n ), and study further the dynamics of the sequence of wave maps that are obtained in Sterbenz and Tataru (Commun. Math. Phys. 298(1):231–264, 2010) at the final rescaling for a first, finite or infinite, time singularity. We prove that, on a suitably chosen sequence of time slices at this scaling, there is a decomposition of the map, up to an error with asymptotically vanishing energy, into a decoupled sum of rescaled solitons concentrating in the interior of the light cone and a term having asymptotically vanishing energy dispersion norm, concentrating on the null boundary and converging to a constant locally in the interior of the cone, in the energy space. Similar and stronger results have been recently obtained in the equivariant setting by several authors (Cote, Commun. Pure Appl. Math. 68(11):1946–2004, 2015; Cote, Commun. Pure Appl. Math. 69(4):609–612, 2016; Cote, Am. J. Math. 137(1):139–207, 2015; , Am. J. Math. 137(1):209–250, 2015; Krieger, Commun. Math. Phys. 250(3):507–580, 2004), where better control on the dispersive term concentrating on the null boundary of the cone is provided, and in some cases the asymptotic decomposition is shown to hold for all time. Here, however, we do not impose any symmetry condition on the map itself and our strategy follows the one from bubbling analysis of harmonic maps into spheres in the supercritical regime due to Lin and Riviere (Ann. Math. 149(2):785–829, 1999; Duke Math. J. 111:177–193, 2002), which we make work here in the hyperbolic context of Sterbenz and Tataru (Commun. Math. Phys. 298(1), 231–264, 2010). Oliveira conjectured that the order of the mixing time of the exclusion process with @math -particles on an arbitrary @math -vertex graph is at most that of the mixing-time of @math independent particles. We verify this up to a constant factor for @math -regular graphs when each edge rings at rate @math in various cases: (1) when @math or (2) when @math the spectral-gap of a single walk is @math and @math or (3) when @math for some constant @math . In these cases our analysis yields a probabilistic proof of a weaker version of Aldous' famous spectral-gap conjecture (resolved by ). We also prove a general bound which is at worst @math , which is within a @math factor from Oliveira's conjecture when @math . As applications we get new mixing bounds: (a) @math for expanders, (b) order @math for the hypercube @math and (c) order @math for vertex-transitive graphs of moderate growth and for supercritical percolation on a fixed dimensional torus. We study the maximum of a Gaussian field on @math ( @math ) whose correlations decay logarithmically with the distance. Kahane Kah85 introduced this model to construct mathematically the Gaussian multiplicative chaos in the subcritical case. Duplantier, Rhodes, Sheffield and Vargas DRSV12a DRSV12b extended Kahane's construction to the critical case and established the KPZ formula at criticality. Moreover, they made in DRSV12a several conjectures on the supercritical case and on the maximum of this Gaussian field. In this paper we resolve Conjecture 12 in DRSV12a : we establish the convergence in law of the maximum and show that the limit law is the Gumbel distribution convoluted by the limit of the derivative martingale. These notes have been the subject of a course I gave in the summer 1997 for the school in probability theory in Saint-Flour. I review in a self-contained way the state of the art, sometimes providing new and simpler proofs of the most relevant results, of the theory of Glauber dynamics for classical lattice spin models of statistical mechanics. The material covers the dynamics in the one phase region, in the presence of boundary phase transitions, in the phase coexistence region for the two dimensional Ising model and in the so-called Griffiths phase for random Systems. We study the phase separation phenomenon in the Ising model in dimensions d ≥ 3. To this end we work in a large box with plus boundary conditions and we condition the system to have an excess amount of negative spins so that the empirical magnetization is smaller than the spontaneous magnetization m*. We confirm the prediction of the phenomenological theory by proving that with high probability a single droplet of the minus phase emerges surrounded by the plus phase. Moreover, the rescaled droplet is asymptotically close to a definite deterministic shape, the Wulff crystal, which minimizes the surface free energy. In the course of the proof we establish a surface order large deviation principle for the magnetization. Our results are valid for temperatures T below a limit of slab-thresholds T c conjectured to agree with the critical point T c . Moreover, T should be such that there exist only two extremal translation invariant Gibbs states at that temperature, a property which can fail for at most countably many values and which is conjectured to be true for every T. The proofs are based on the Fortuin-Kasteleyn representation of the Ising model along with coarse-graining techniques. To handle the emerging macroscopic objects we employ tools from geometric measure theory which provide an adequate framework for the large deviation analysis. Finally, we propose a heuristic picture that for subcritical temperatures close enough to T c , the dominant minus spin cluster of the Wulff droplet permeates the entire box and has a strictly positive local density everywhere. These lecture notes, based on a course given at the Zurich Clay Summer School (June 23-July 18, 2008), review our current mathematical understanding of the global behaviour of waves on black hole exterior backgrounds. Interest in this problem stems from its relationship to the non-linear stability of the black hole spacetimes themselves as solutions to the Einstein equations, one of the central open problems of general relativity. After an introductory discussion of the Schwarzschild geometry and the black hole concept, the classical theorem of Kay and Wald on the boundedness of scalar waves on the exterior region of Schwarzschild is reviewed. The original proof is presented, followed by a new more robust proof of a stronger boundedness statement. The problem of decay of scalar waves on Schwarzschild is then addressed, and a theorem proving quantitative decay is stated and its proof sketched. This decay statement is carefully contrasted with the type of statements derived heuristically in the physics literature for the asymptotic tails of individual spherical harmonics. Following this, our recent proof of the boundedness of solutions to the wave equation on axisymmetric stationary backgrounds (including slowly-rotating Kerr and Kerr-Newman) is reviewed and a new decay result for slowly-rotating Kerr spacetimes is stated and proved. This last result was announced at the summer school and appears in print here for the first time. A discussion of the analogue of these problems for spacetimes with a positive cosmological constant follows. Finally, a general framework is given for capturing the red-shift effect for non-extremal black holes. This unifies and extends some of the analysis of the previous sections. The notes end with a collection of open problems. We consider models given by Hamiltonians of the form View the MathML sourceH(I,f,p,q,t;e)=h(I)+?j=1n±(12pj2+Vj(qj))+eQ(I,f,p,q,t;e) Turn MathJax on where I?I?Rd,f?TdI?I?Rd,f?Td, p,q?Rnp,q?Rn, t?T1t?T1. These are higher dimensional analogues, both in the center and hyperbolic directions, of the models studied in , and and are usually called “a-priori unstable Hamiltonian systems”. All these models present the large gap problem. We show that, for 0<e«10<e«1, under regularity and explicit non-degeneracy conditions on the model, there are orbits whose action variables I perform rather arbitrary excursions in a domain of size O(1)O(1). This domain includes resonance lines and, hence, large gaps among d-dimensional KAM tori. This phenomenon is known as Arnold diffusion. The method of proof follows closely the strategy of and . The main new phenomenon that appears when the dimension d of the center directions is larger than one is the existence of multiple resonances in the space of actions I?I?RdI?I?Rd. We show that, since these multiple resonances happen in sets of codimension greater than one in the space of actions I, they can be contoured. This corresponds to the mechanism called diffusion across resonances in the Physics literature. The present paper, however, differs substantially from and . On the technical details of the proofs, we have taken advantage of the theory of the scattering map developed in [31]—notably the symplectic properties—which were not available when the above papers were written. We have analyzed the conditions imposed on the resonances in more detail. More precisely, we have found that there is a simple condition on the Melnikov potential which allows us to conclude that the resonances are crossed. In particular, this condition does not depend on the resonances. So that the results are new even when applied to the models in and We study topological dynamics on unshielded planar continua with weak expanding properties at cycles for which we prove that the absence of wandering continua implies backward stability. Then we deduce from this that a polynomial f with a locally connected Julia set is backward stable outside any neighborhood of its attracting and neutral cycles. For a conformal measure μ this easily implies that one of the following holds: 1. for μ-a.e. x E J(f), ω(x) = J(f); 2. for μ-a.e. x ∈ J(f), ω(x) = ω(c(x)) for a critical point c(x) depending on x. We study an evolving spatial network in which sequentially arriving vertices are joined to existing vertices at random according to a rule that combines preference according to degree with preference according to spatial proximity. We investigate phase transitions in graph structure as the relative weighting of these two components of the attachment rule is varied. Previous work of one of the authors showed that when the geometric component is weak, the limiting degree sequence of the resulting graph coincides with that of the standard Barab 'asi--Albert preferential attachment model. We show that at the other extreme, in the case of a sufficiently strong geometric component, the limiting degree sequence coincides with that of a purely geometric model, the on-line nearest-neighbour graph, which is of interest in its own right and for which we prove some extensions of known results. We also show the presence of an intermediate regime, in which the behaviour differs significantly from both the on-line nearest-neighbour graph and the Barab 'asi--Albert model; in this regime, we obtain a stretched exponential upper bound on the degree sequence. Our results lend some mathematical support to simulation studies of Manna and Sen, while proving that the power law to stretched exponential phase transition occurs at a different point from the one conjectured by those authors. We prove an upper large deviation bound for the block spin magnetization in the 2D Ising model in the phase coexistence region. The precise rate (given by the Wulff construction) is shown to hold true for all β > βc. Combined with the lower bounds derived in [I] those results yield an exact second order large deviation theory up to the critical temperature.