相关论文: Mixing times of Langevin dynamics for spiked matri…

We construct a model of short-range interacting Ising spins on a translationally invariant two-dimensional lattice that mimics a reversible circuit that multiplies or factorizes integers, depending on the choice of boundary conditions. We…

We investigate the relaxational dynamics of the order parameter of chiral symmetry breaking, the sigma mean-field, with a heat bath consisting of quarks and antiquarks. A semiclassical stochastic Langevin equation of motion is obtained from…

Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

We use a Langevin approach to treat the finite temperature dynamics of displacement variables in the half-filled spinless Holstein model. Working in the adiabatic regime we exploit the smallness of the adiabatic parameter to simplify the…

In this paper we consider the problem of sampling from the low-temperature exponential random graph model (ERGM). The usual approach is via Markov chain Monte Carlo, but Bhamidi et al. showed that any local Markov chain suffers from an…

One-rank perturbations of Wigner matrices have been closely studied: let $P=\frac{1}{\sqrt{n}}A+\theta vv^T$ with $A=(a_{ij})_{1 \leq i,j \leq n} \in \mathbb{R}^{n \times n}$ symmetric, $(a_{ij})_{1 \leq i \leq j \leq n}$ i.i.d. with…

In this study, we investigate the performance of the Metropolis-adjusted Langevin algorithm in a setting with constraints on the support of the target distribution. We provide a rigorous analysis of the resulting Markov chain, establishing…

The Langevin dynamics of a system exhibiting a Fluctuation Induced First Order Phase Transition is solved within the self consistent Hartree Approximation. Competition between interactions at short and long length scales gives rise to…

We consider stochastic spin-flip dynamics for: (i) monotone discrete surfaces in Z^3 with planar boundary height and (ii) the one-dimensional discrete Solid-on-Solid (SOS) model confined to a box. In both cases we show almost optimal bounds…

In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved…

Analytical expressions are put forward to investigate the forced spiking activity of abstract neuron models such as the driven leaky integrate-and-fire (LIF) model. The method is valid in a wide parameter regime beyond the restraining…

We study Glauber dynamics for the low temperature $(2+1)$D Solid-On-Solid model on a box of side-length $n$ with a floor at height $0$ (inducing entropic repulsion) and a competing bulk external field $\lambda$ pointing down (the prewetting…

We present a detailed analysis for the Langevin dynamics of a spherical spin-glass model (the spherical Sherrington-Kirkpatrick model). All the spins in the system are coupled by pairs via a random interaction matrix taken from the Gaussian…

In this paper we describe a version of London Langevin molecular dynamics simulations that allows for investigations of the vortex lattice melting transition in the highly anisotropic high-temperature superconductor material…

The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…

Consider the event that there is a $+$ crossing from left to right in a box for the Ising model on the triangular lattice. We show that this event is noise sensitive under Glauber dynamics $t \mapsto \sigma_t$ in the subcritical regime…

Here we present a fundamental comprehension of the microscopic mechanisms leading to the emergence of inverse melting transitions by considering a thorough mean-field analysis of a variety of minimal models with different competing…

We study the Glauber dynamics for the random cluster (FK) model on the torus $(\mathbb{Z}/n\mathbb{Z})^2$ with parameters $(p,q)$, for $q \in (1,4]$ and $p$ the critical point $p_c$. The dynamics is believed to undergo a critical slowdown,…

Computer simulations of first-order phase transitions using standard toroidal boundary conditions are generally hampered by exponential slowing down. This is partly due to interface formation, and partly due to shape transitions. The latter…

We consider the weak detection problem in a rank-one spiked Wigner data matrix where the signal-to-noise ratio is small so that reliable detection is impossible. We propose a hypothesis test on the presence of the signal by utilizing the…