• DocumentCode
    3450126
  • Title

    Torpid mixing of some Monte Carlo Markov chain algorithms in statistical physics

  • Author

    Borgs, Christian ; Chayes, Jennifer T. ; Frieze, Alan ; Kim, Jeong Han ; Tetali, Prasad ; Vigoda, Eric ; Vu, Van Ha

  • Author_Institution
    Microsoft Corp., Redmond, WA, USA
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    218
  • Lastpage
    229
  • Abstract
    Studies two widely used algorithms, Glauber dynamics and the Swendsen-Wang (1987) algorithm, on rectangular subsets of the hypercubic lattice Zd. We prove that, under certain circumstances, the mixing time in a box of side length L with periodic boundary conditions can be exponential in Ld-1. In other words, under these circumstances, the mixing in these widely used algorithms is not rapid; instead it is torpid. The models we study are the independent set model and the q-state Potts model. For both models, we prove that Glauber dynamics is torpid in the region with phase coexistence. For the Potts model, we prove that the Swendsen-Wang mixing is torpid at the phase transition point
  • Keywords
    Markov processes; Monte Carlo methods; Potts model; mixing; phase transformations; physics computing; Glauber dynamics; Monte Carlo Markov chain algorithms; Swendsen-Wang algorithm; hypercubic lattice; independent set model; mixing time; periodic boundary conditions; phase coexistence; phase transition point; q-state Potts model; rectangular subsets; statistical physics; torpid mixing; Algorithm design and analysis; Computer science; Lattices; Mathematics; Microwave integrated circuits; Monte Carlo methods; Physics; Steady-state; Temperature;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Foundations of Computer Science, 1999. 40th Annual Symposium on
  • Conference_Location
    New York City, NY
  • ISSN
    0272-5428
  • Print_ISBN
    0-7695-0409-4
  • Type

    conf

  • DOI
    10.1109/SFFCS.1999.814594
  • Filename
    814594