Effects of boundary conditions on irreversible dynamics

We present a simple one-dimensional Ising-type spin system on which we define a completely asymmetric Markovian single spin-flip dynamics. We study the system at a very low, yet non-zero, temperature and we show that for empty boundary conditions the Gibbs measure is stationary for such dynamics, while introducing in a single site a $+$ condition the stationary measure changes drastically, with macroscopical effects. We achieve this result defining an absolutely convergent series expansion of the stationary measure around the zero temperature system. Interesting combinatorial identities are involved in the proofs

Phase transitions for the cavity approach to the clique problem on random graphs

We give a rigorous proof of two phase transitions for a disordered system designed to find large cliques inside Erdos random graphs. Such a system is associated with a conservative probabilistic cellular automaton inspired by the cavity method originally introduced in spin glass theory.Comment: 36 pages, 4 figure

The analyticity region of the hard sphere gas. Improved bounds

We find an improved estimate of the radius of analyticity of the pressure of the hard-sphere gas in $d$ dimensions. The estimates are determined by the volume of multidimensional regions that can be numerically computed. For $d=2$, for instance, our estimate is about 40% larger than the classical one.Comment: 4 pages, to appear in Journal of Statistical Physic

Metastability and small eigenvalues in Markov chains

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available. This includes a sharp uncertainty principle relating all low-lying eigenvalues to mean times of metastable transitions, a relation between the support of eigenfunctions and the attractor of a metastable state, and sharp estimates on the convergence of probability distribution of the metastable transition times to the exponential distribution.Comment: 5pp, AMSTe

Tunneling and Metastability of continuous time Markov chains

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the capacity and of the stationary measure of the metastable states

A Method to Study Relaxation of Metastable Phases: Macroscopic Mean-Field Dynamics

We propose two different macroscopic dynamics to describe the decay of metastable phases in many-particle systems with local interactions. These dynamics depend on the macroscopic order parameter $m$ through the restricted free energy $F(m)$ and are designed to give the correct equilibrium distribution for $m$. The connection between macroscopic dynamics and the underlying microscopic dynamic are considered in the context of a projection- operator formalism. Application to the square-lattice nearest-neighbor Ising ferromagnet gives good agreement with droplet theory and Monte Carlo simulations of the underlying microscopic dynamic. This includes quantitative agreement for the exponential dependence of the lifetime on the inverse of the applied field $H$, and the observation of distinct field regions in which the derivative of the lifetime with respect to $1/H$ depends differently on $H$. In addition, at very low temperatures we observe oscillatory behavior of this derivative with respect to $H$, due to the discreteness of the lattice and in agreement with rigorous results. Similarities and differences between this work and earlier works on finite Ising models in the fixed-magnetization ensemble are discussed.Comment: 44 pages RevTeX3, 11 uuencoded Postscript figs. in separate file

Abrupt Convergence and Escape Behavior for Birth and Death Chains

We link two phenomena concerning the asymptotical behavior of stochastic processes: (i) abrupt convergence or cut-off phenomenon, and (ii) the escape behavior usually associated to exit from metastability. The former is characterized by convergence at asymptotically deterministic times, while the convergence times for the latter are exponentially distributed. We compare and study both phenomena for discrete-time birth-and-death chains on Z with drift towards zero. In particular, this includes energy-driven evolutions with energy functions in the form of a single well. Under suitable drift hypotheses, we show that there is both an abrupt convergence towards zero and escape behavior in the other direction. Furthermore, as the evolutions are reversible, the law of the final escape trajectory coincides with the time reverse of the law of cut-off paths. Thus, for evolutions defined by one-dimensional energy wells with sufficiently steep walls, cut-off and escape behavior are related by time inversion.Comment: 2 figure

Shaken Dynamics: An Easy Way to Parallel Markov Chain Monte Carlo

We define a class of Markovian parallel dynamics for spin systems on arbitrary graphs with nearest neighbor interaction described by a Hamiltonian function H(sigma). These dynamics turn out to be reversible and their stationary measure is explicitly determined. Convergence to equilibrium and relation of the stationary measure to the usual Gibbs measure are discussed when the dynamics is defined on Z(2). Further it is shown how these dynamics can be used to define natively parallel algorithms to face problems in the context of combinatorial optimization