Exact sampling from non-attractive distributions using summary states

Propp and Wilson's method of coupling from the past allows one to efficiently generate exact samples from attractive statistical distributions (e.g., the ferromagnetic Ising model). This method may be generalized to non-attractive distributions by the use of summary states, as first described by Huber. Using this method, we present exact samples from a frustrated antiferromagnetic triangular Ising model and the antiferromagnetic q=3 Potts model. We discuss the advantages and limitations of the method of summary states for practical sampling, paying particular attention to the slowing down of the algorithm at low temperature. In particular, we show that such a slowing down can occur in the absence of a physical phase transition.Comment: 5 pages, 6 EPS figures, REVTeX; additional information at http://wol.ra.phy.cam.ac.uk/mackay/exac

Oriented Percolation in One-Dimensional 1/|x-y|^2 Percolation Models

We consider independent edge percolation models on Z, with edge occupation probabilities p_ = p if |x-y| = 1, 1 - exp{- beta / |x-y|^2} otherwise. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in [Commun. Math. Phys. 104, 547 (1986)]. The proof is based on multi-scale analysis.Comment: 19 pages, 2 figures. See also Commentary on J. Stat. Phys. 150, 804-805 (2013), DOI 10.1007/s10955-013-0702-

The O(n) model on the annulus

We use Coulomb gas methods to propose an explicit form for the scaling limit of the partition function of the critical O(n) model on an annulus, with free boundary conditions, as a function of its modulus. This correctly takes into account the magnetic charge asymmetry and the decoupling of the null states. It agrees with an earlier conjecture based on Bethe ansatz and quantum group symmetry, and with all known results for special values of n. It gives new formulae for percolation (the probability that a cluster connects the two opposite boundaries) and for self-avoiding loops (the partition function for a single loop wrapping non-trivially around the annulus.) The limit n->0 also gives explicit examples of partition functions in logarithmic conformal field theory.Comment: 20 pp. v.2: important references added to earlier work, minor typos correcte

Critical slowing down in polynomial time algorithms

Combinatorial optimization algorithms which compute exact ground state configurations in disordered magnets are seen to exhibit critical slowing down at zero temperature phase transitions. Using arguments based on the physical picture of the model, including vanishing stiffness on scales beyond the correlation length and the ground state degeneracy, the number of operations carried out by one such algorithm, the push-relabel algorithm for the random field Ising model, can be estimated. Some scaling can also be predicted for the 2D spin glass.Comment: 4 pp., 3 fig

Correlation inequalities for classical and quantum XY models

We review correlation inequalities of truncated functions for the classical and quantum XY models. A consequence is that the critical temperature of the XY model is necessarily smaller than that of the Ising model, in both the classical and quantum cases. We also discuss an explicit lower bound on the critical temperature of the quantum XY model.Comment: 13 pages. Submitted to the volume "Advances in Quantum Mechanics: contemporary trends and open problems" of the INdAM-Springer series, proceedings of the INdAM meeting "Contemporary Trends in the Mathematics of Quantum Mechanics" (4-8 July 2016) organised by G. Dell'Antonio and A. Michelangel

Invaded cluster algorithm for equilibrium critical points

A new cluster algorithm based on invasion percolation is described. The algorithm samples the critical point of a spin system without a priori knowledge of the critical temperature and provides an efficient way to determine the critical temperature and other observables in the critical region. The method is illustrated for the two- and three-dimensional Ising models. The algorithm equilibrates spin configurations much faster than the closely related Swendsen-Wang algorithm.Comment: 13 pages RevTex and 4 Postscript figures. Submitted to Phys. Rev. Lett. Replacement corrects problem in printing figure

Percolation properties of the 2D Heisenberg model

We analyze the percolation properties of certain clusters defined on configurations of the 2--dimensional Heisenberg model. We find that, given any direction \vec{n} in O(3) space, the spins almost perpendicular to \vec{n} form a percolating cluster. This result gives indications of how the model can avoid a previously conjectured Kosterlitz-Thouless phase transition at finite temperature T.Comment: 4 pages, 3 eps figures. Revised version (more clear abstract, some new references

Phase coexistence of gradient Gibbs states

We consider the (scalar) gradient fields $\eta=(\eta_b)$--with $b$ denoting the nearest-neighbor edges in $\Z^2$--that are distributed according to the Gibbs measure proportional to \texte^{-\beta H(\eta)}\nu(\textd\eta). Here $H=\sum_bV(\eta_b)$ is the Hamiltonian, $V$ is a symmetric potential, $\beta>0$ is the inverse temperature, and $\nu$ is the Lebesgue measure on the linear space defined by imposing the loop condition $\eta_{b_1}+\eta_{b_2}=\eta_{b_3}+\eta_{b_4}$ for each plaquette $(b_1,b_2,b_3,b_4)$ in $\Z^2$. For convex $V$, Funaki and Spohn have shown that ergodic infinite-volume Gibbs measures are characterized by their tilt. We describe a mechanism by which the gradient Gibbs measures with non-convex $V$ undergo a structural, order-disorder phase transition at some intermediate value of inverse temperature $\beta$. At the transition point, there are at least two distinct gradient measures with zero tilt, i.e., $E \eta_b=0$.Comment: 3 figs, PTRF style files include

Dynamic Critical Behavior of the Swendsen-Wang Algorithm: The Two-Dimensional 3-State Potts Model Revisited

We have performed a high-precision Monte Carlo study of the dynamic critical behavior of the Swendsen-Wang algorithm for the two-dimensional 3-state Potts model. We find that the Li-Sokal bound ($\tau_{int,E} \geq const \times C_H$) is almost but not quite sharp. The ratio $\tau_{int,E} / C_H$ seems to diverge either as a small power ($\approx 0.08$) or as a logarithm.Comment: 35 pages including 3 figures. Self-unpacking file containing the LaTeX file, the needed macros (epsf.sty, indent.sty, subeqnarray.sty, and eqsection.sty) and the 3 Postscript figures. Revised version fixes a normalization error in \xi (with many thanks to Wolfhard Janke for finding the error!). To be published in J. Stat. Phys. 87, no. 1/2 (April 1997

Dynamic Critical Behavior of the Chayes-Machta Algorithm for the Random-Cluster Model. I. Two Dimensions

We study, via Monte Carlo simulation, the dynamic critical behavior of the Chayes-Machta dynamics for the Fortuin-Kasteleyn random-cluster model, which generalizes the Swendsen-Wang dynamics for the q-state Potts ferromagnet to non-integer q \ge 1. We consider spatial dimension d=2 and 1.25 \le q \le 4 in steps of 0.25, on lattices up to 1024^2, and obtain estimates for the dynamic critical exponent z_{CM}. We present evidence that when 1 \le q \lesssim 1.95 the Ossola-Sokal conjecture z_{CM} \ge \beta/\nu is violated, though we also present plausible fits compatible with this conjecture. We show that the Li-Sokal bound z_{CM} \ge \alpha/\nu is close to being sharp over the entire range 1 \le q \le 4, but is probably non-sharp by a power. As a byproduct of our work, we also obtain evidence concerning the corrections to scaling in static observables.Comment: LaTeX2e, 75 pages including 26 Postscript figure