Skip to main content
Log in

Glauber Dynamics on Trees: Boundary Conditions and Mixing Time

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

Abstract

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).

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ané, C., Blachère, S., Chafaï, D., Fougères, P., Gentil, I., Malrieu, F., Roberto, C., Scheffer, G.: Sur les inégalités de Sobolev logarithmiques. Paris: Soc. Math. de France, 2000

  2. Baxter R.J.: Exactly solved models in statistical mechanics. London: Academic Press, 1982

  3. Berger, N., Kenyon, C., Mossel, E., Peres, Y.: Glauber dynamics on trees and hyperbolic graphs. Preprint (2003); Preliminary version: C. Kenyon, E. Mossel, Y. Peres, Glauber dynamics on trees and hyperbolic graphs. In: Proc. 42nd IEEE Symposium on Foundations of Computer Science, 2001, pp. 568–578

    Google Scholar 

  4. Bertini, L., Cancrini, N., Cesi, F: The spectral gap for a Glauber-type dynamics in a continuous gas. Ann. Inst. H. Poincaré Probab. Statist. 38, 91–108 (2002)

    Article  MathSciNet  Google Scholar 

  5. Bleher, P., Ruiz, J., Schonmann, R.H., Shlosman, S., Zagrebnov, V.: Rigidity of the critical phases on a Cayley tree. Moscow Math. J. 1, 345–363 (2001)

    MathSciNet  Google Scholar 

  6. Bleher, P., Ruiz, J., Zagrebnov, V.: On the purity of the limiting Gibbs state for the Ising model on the Bethe lattice. J. Stat. Phys. 79, 473–482 (1995)

    MathSciNet  Google Scholar 

  7. Bodineau, T., Martinelli, F.: Some new results on the kinetic Ising model in a pure phase. J. Stat. Phys. 109, no. 1–2, 207–235 (2002)

    Google Scholar 

  8. Brightwell, G., Winkler, P.: Random colorings of a Cayley tree. In: Contemporary combinatorics, Bolyai Society Mathematical Studies 10, Budapest: János Bolyai Math. Soc., 2002, pp. 247–276

  9. Cesi, F.: Quasi-factorization of the entropy and logarithmic Sobolev inequalities for Gibbs random fields. Probab. Theory Relat. Fields 120, 569–584 (2001)

    MathSciNet  Google Scholar 

  10. Chayes, J.T., Chayes, L., Sethna, J.P., Thouless, D.J.: A mean field spin glass with short-range interactions. Commun. Math. Phys. 106, 41–89 (1986)

    MathSciNet  Google Scholar 

  11. Dobrushin, R., Kotecký, R., Shlosman, S.: Wulff Construction. A Global Shape From Local Interaction. Trans. Math. Monographs, AMS 104, (1992)

  12. Dyer, M., Frieze, A.: Randomly colouring graphs with lower bounds on girth and maximum degree. In: Proceedings of the 42nd Annual IEEE Symposium on Foundations of Computer Science, 2001, pp. 579–587

  13. Dyer, M., Frieze, A., Hayes, T.P., Vigoda, E.: Randomly colouring constant degree graphs. Preprint, 2004

  14. Evans, W., Kenyon, C., Peres, Y., Schulman, L.J.: Broadcasting on trees and the Ising model. Ann. Appl. Probab. 10, 410–433 (2000)

    Article  MathSciNet  Google Scholar 

  15. Fisher, D., Huse, D.: Dynamics of droplet fluctuations in pure and random Ising systems. Phys. Rev. B 35 no. 13, 6841–6846 (1987)

    Google Scholar 

  16. Georgii, H.-O.: Gibbs measures and phase transitions, de Gruyter Studies in Mathematics 9, Berlin: Walter de Gruyter & Co., 1988

  17. Häggström, O.: The random-cluster model on a homogeneous tree. Probab. Theory Related Fields 104, 231–253 (1996)

    Article  MathSciNet  Google Scholar 

  18. Hayes, T.P.: Randomly coloring graphs with girth five. In: Proceedings of the 35th Annual ACM Symposium on Theory of Computing, 2003, pp. 269–278

  19. Hayes, T.P., Vigoda, E.: A non-Markovian coupling for randomly sampling colorings. In: Proceedings of the 44th Annual IEEE Symposium on Foundations of Computer Science, 2003, pp. 618–627

  20. Ioffe, D.: A note on the extremality of the disordered state for the Ising model on the Bethe lattice. Lett. Math. Phys. 37, 137–143 (1996)

    MathSciNet  Google Scholar 

  21. Ioffe, D.: Extremality of the disordered state for the Ising model on general trees. Prog. Probab. 40, 3–14 (1996)

    MATH  Google Scholar 

  22. Jonasson, J.: Uniqueness of uniform random colorings of regular trees. Stat. Probab. Lett. 57, 243–248 (2002)

    Article  MathSciNet  Google Scholar 

  23. Jonasson, J., Steif, J.E.: Amenability and phase transition in the Ising model. J. Theor. Probab. 12, 549–559 (1999)

    Article  MathSciNet  Google Scholar 

  24. Kelly, F.P.: Stochastic models of computer communication systems. J. Royal Stat. Soc. B 47, 379–395 (1985)

    MathSciNet  Google Scholar 

  25. Lyons, R.: Phase transitions on non amenable graphs. J. Math. Phys 41, 1099–1127 (2000)

    Article  MathSciNet  Google Scholar 

  26. Ledoux, M.: The concentration of measure phenomenon. Mathematical Surveys and Monographs 89, Providence, RI: American Mathematical Society, 1981

  27. Lu, S.L., Yau, H.T.: Spectral gap and logarithmic Sobolev inequality for Kawasaki and Glauber dynamics. Commun. Math. Phys. 156, 399–433 (1993)

    MathSciNet  Google Scholar 

  28. Luby, M., Vigoda, E.: Fast convergence of the Glauber dynamics for sampling independent sets. Random Structures & Algorithms 15, 229–241 (1999)

    Google Scholar 

  29. Martinelli, F.: Lectures on Glauber dynamics for discrete spin models. In: Lectures on Probability Theory and Statistics (Saint-Flour, 1997), Lecture notes in Mathematics 1717, Berlin: Springer, 1998, pp. 93–191

  30. Martinelli, F., Olivieri, E.: Approach to equilibrium of Glauber dynamics in the one phase region I: The attractive case. Commun. Math. Phys. 161, 447–486 (1994)

    MathSciNet  Google Scholar 

  31. Martinelli, F., Olivieri, E., Schonmann, R.: For 2-D lattice spin systems weak mixing implies strong mixing. Commun. Math. Phys. 165, 33–47 (1994)

    MathSciNet  Google Scholar 

  32. Martinelli, F., Sinclair, A., Weitz, D.: Fast mixing for independent sets, colorings and other models on trees. Submitted, 2004. Extended abstract appeared in: Proc. of the 15th ACM-SIAM Symposium on Discrete Algorithms, 2004, pp. 449–458

  33. Molloy, M.: The Glauber dynamics on colorings of a graph with high girth and maximum degree. In: Proceedings of the 34th Annual ACM Symposium on Theory of Computing, 2002, pp. 91–98

  34. Mossel, E.: Survey: Information flow on trees. In: Graphs, Morphisms and Statistical Physics, DIMACS Series in Discrete Mathematics and Theoretical Computer Science, Volume 63, J. Nesetril, P. Winkler (eds.), Providence, RI: AMS, 2004, pp. 155–170

  35. Mossel, E., Peres, Y.: Information flow on trees. Ann. Appl. Probab. 13, 817–844 (2003)

    Article  MathSciNet  Google Scholar 

  36. Peres, Y., Winkler, P.: Personal communication

  37. Saloff-Coste, L.: Lectures on finite Markov chains. In: Lectures on probability theory and statistics (Saint-Flour, 1996), Lecture Notes in Mathematics 1665, Berlin: Springer, 1997, pp. 301–413

  38. Schonmann, R.H., Tanaka, N.I.: Lack of monotonicity in ferromagnetic Ising model phase diagrams. Ann. Appl. Probab. 8, 234–245 (1998)

    Article  MathSciNet  Google Scholar 

  39. Simon, B.: The statistical mechanics of lattice gases. Vol. I, Princeton Series in Physics, Princeton, NJ: Princeton University Press, 1993

  40. Spitzer, F.: Markov random fields on an infinite tree. Ann. Probab. 3, 387–398 (1975)

    MATH  Google Scholar 

  41. Stroock, D.W., Zegarlinski, B.: The logarithmic Sobolev inequality for discrete spin systems on a lattice. Commun. Math. Phys. 149, 175–194 (1992)

    MathSciNet  Google Scholar 

  42. Stroock, D.W., Zegarlinski, B.: On the ergodic properties of Glauber dynamics. J. Statist. Phys. 81, 1007–1019 (1995)

    MathSciNet  Google Scholar 

  43. Vigoda, E.: Improved bounds for sampling colorings. J. Math. Phys. 41, 1555–1569 (2000)

    Article  MathSciNet  Google Scholar 

  44. Vigoda, E.: A note on the Glauber dynamics for sampling independent sets. Elect. J. Comb. 8(1), (2001)

  45. Weitz, D.: Mixing in time and space for discrete spin systems. Ph.D. dissertation, Berkeley: University of California at Berkeley, 2004

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fabio Martinelli.

Additional information

Communicated by H. Spohn

An extended abstract of this paper appeared under the title “The Ising model on trees: Boundary conditions and mixing time” in Proceedings of the 44th Annual IEEE Symposium on Foundations of Computer Science, October 2003, pp. 628–639.

This work was done while this author was visiting the Departments of EECS and Statistics, University of California, Berkeley, supported in part by a Miller Visiting Professorship.

Supported in part by NSF Grant CCR-0121555 and DARPA cooperative agreement F30602-00-2-0601.

Supported in part by NSF Grant CCR-0121555.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Martinelli, F., Sinclair, A. & Weitz, D. Glauber Dynamics on Trees: Boundary Conditions and Mixing Time. Commun. Math. Phys. 250, 301–334 (2004). https://doi.org/10.1007/s00220-004-1147-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00220-004-1147-y

Keywords

Navigation