Matrix norms and rapid mixing for spin systems

We give a systematic development of the application of matrix norms to rapid mixing in spin systems. We show that rapid mixing of both random update Glauber dynamics and systematic scan Glauber dynamics occurs if any matrix norm of the associated dependency matrix is less than 1. We give improved analysis for the case in which the diagonal of the dependency matrix is $\mathbf{0}$ (as in heat bath dynamics). We apply the matrix norm methods to random update and systematic scan Glauber dynamics for coloring various classes of graphs. We give a general method for estimating a norm of a symmetric nonregular matrix. This leads to improved mixing times for any class of graphs which is hereditary and sufficiently sparse including several classes of degree-bounded graphs such as nonregular graphs, trees, planar graphs and graphs with given tree-width and genus.Comment: Published in at http://dx.doi.org/10.1214/08-AAP532 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

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 of the Swendsen-Wang process 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.Comment: 22 pages, 1 figur

Universality of cutoff for the Ising model

On any locally-finite geometry, the stochastic Ising model is known to be contractive when the inverse-temperature $\beta$ is small enough, via classical results of Dobrushin and of Holley in the 1970's. By a general principle proposed by Peres, the dynamics is then expected to exhibit cutoff. However, so far cutoff for the Ising model has been confirmed mainly for lattices, heavily relying on amenability and log Sobolev inequalities. Without these, cutoff was unknown at any fixed $\beta>0$, no matter how small, even in basic examples such as the Ising model on a binary tree or a random regular graph. We use the new framework of information percolation to show that, in any geometry, there is cutoff for the Ising model at high enough temperatures. Precisely, on any sequence of graphs with maximum degree $d$, the Ising model has cutoff provided that $\beta<\kappa/d$ for some absolute constant $\kappa$ (a result which, up to the value of $\kappa$, is best possible). Moreover, the cutoff location is established as the time at which the sum of squared magnetizations drops to 1, and the cutoff window is $O(1)$, just as when $\beta=0$. Finally, the mixing time from almost every initial state is not more than a factor of $1+\epsilon_\beta$ faster then the worst one (with $\epsilon_\beta\to0$ as $\beta\to 0$), whereas the uniform starting state is at least $2-\epsilon_\beta$ times faster.Comment: 26 pages, 2 figures. Companion paper to arXiv:1401.606

Phase transition for the mixing time of the Glauber dynamics for coloring regular trees

We prove that the mixing time of the Glauber dynamics for random k-colorings of the complete tree with branching factor b undergoes a phase transition at $k=b(1+o_b(1))/\ln{b}$. Our main result shows nearly sharp bounds on the mixing time of the dynamics on the complete tree with n vertices for $k=Cb/\ln{b}$ colors with constant C. For $C\geq1$ we prove the mixing time is $O(n^{1+o_b(1)}\ln{n})$. On the other side, for $C<1$ the mixing time experiences a slowing down; in particular, we prove it is $O(n^{1/C+o_b(1)}\ln{n})$ and $\Omega(n^{1/C-o_b(1)})$. The critical point C=1 is interesting since it coincides (at least up to first order) with the so-called reconstruction threshold which was recently established by Sly. The reconstruction threshold has been of considerable interest recently since it appears to have close connections to the efficiency of certain local algorithms, and this work was inspired by our attempt to understand these connections in this particular setting.Comment: Published in at http://dx.doi.org/10.1214/11-AAP833 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Glauber dynamics on trees:Boundary conditions and mixing time

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 spectral gap and the log-Sobolev constant of the Glauber dynamics for the Ising model on an n-vertex regular tree with plus-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(log n) (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 there are multiple phases but 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)

Rapid mixing of Swendsen-Wang dynamics in two dimensions

We prove comparison results for the Swendsen-Wang (SW) dynamics, the heat-bath (HB) dynamics for the Potts model and the single-bond (SB) dynamics for the random-cluster model on arbitrary graphs. In particular, we prove that rapid mixing of HB implies rapid mixing of SW on graphs with bounded maximum degree and that rapid mixing of SW and rapid mixing of SB are equivalent. Additionally, the spectral gap of SW and SB on planar graphs is bounded from above and from below by the spectral gap of these dynamics on the corresponding dual graph with suitably changed temperature. As a consequence we obtain rapid mixing of the Swendsen-Wang dynamics for the Potts model on the two-dimensional square lattice at all non-critical temperatures as well as rapid mixing for the two-dimensional Ising model at all temperatures. Furthermore, we obtain new results for general graphs at high or low enough temperatures.Comment: Ph.D. thesis, 66 page

Mixing times of lozenge tiling and card shuffling Markov chains

We show how to combine Fourier analysis with coupling arguments to bound the mixing times of a variety of Markov chains. The mixing time is the number of steps a Markov chain takes to approach its equilibrium distribution. One application is to a class of Markov chains introduced by Luby, Randall, and Sinclair to generate random tilings of regions by lozenges. For an L X L region we bound the mixing time by O(L^4 log L), which improves on the previous bound of O(L^7), and we show the new bound to be essentially tight. In another application we resolve a few questions raised by Diaconis and Saloff-Coste, by lower bounding the mixing time of various card-shuffling Markov chains. Our lower bounds are within a constant factor of their upper bounds. When we use our methods to modify a path-coupling analysis of Bubley and Dyer, we obtain an O(n^3 log n) upper bound on the mixing time of the Karzanov-Khachiyan Markov chain for linear extensions.Comment: 39 pages, 8 figure