Limiting behaviors of high dimensional stochastic spin ensembles

DOI10.4310/CMS.2021.V19.N2.A7MaRDI QIDQ2057016zbMATH OpenFDO

Authors Yuan Gao, K. Kirkpatrick, Jeremy L. Marzuola, Jonathan C. Mattingly, Katherine A. Newhall

Publication date 8 December 2021

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.05282

zbMATH Keywords

Metropolis-Hastings algorithmLangevin equationGibbs distributionharmonic map heat flowStratonovich SDE

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: Lattice spin models in statistical physics are used to understand magnetism. Their Hamiltonians are a discrete form of a version of a Dirichlet energy, signifying a relationship to the Harmonic map heat flow equation. The Gibbs distribution, defined with this Hamiltonian, is used in the Metropolis-Hastings (M-H) algorithm to generate dynamics tending towards an equilibrium state. In the limiting situation when the inverse temperature is large, we establish the relationship between the discrete M-H dynamics and the continuous Harmonic map heat flow associated with the Hamiltonian. We show the convergence of the M-H dynamics to the Harmonic map heat flow equation in two steps: First, with fixed lattice size and proper choice of proposal size in one M-H step, the M-H dynamics acts as gradient descent and will be shown to converge to a system of Langevin stochastic differential equations (SDE). Second, with proper scaling of the inverse temperature in the Gibbs distribution and taking the lattice size to infinity, it will be shown that this SDE system converges to the deterministic Harmonic map heat flow equation. Our results are not unexpected, but show remarkable connections between the M-H steps and the SDE Stratonovich formulation, as well as reveal trajectory-wise out of equilibrium dynamics to be related to a canonical PDE system with geometric constraints.

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