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Mixing Phases and Metastability for the Glauber Dynamics on the p-Spin Curie-Weiss Model

Ramkrishna Jyoti Samanta, Somabha Mukherjee, Jiang Zhang

TL;DR

The paper analyzes the Glauber dynamics for the $p$-spin Curie-Weiss model with external field, revealing a three-region phase diagram in parameter space determined by the local maximizers of $H_{\beta,h,p}$. It proves three distinct mixing-time regimes: $\Theta(N\log N)$ in the locally regular region, $\Theta(N^{3/2})$ at special points with zero curvature, and exponential $e^{\Omega(N)}$ in metastable regions with multiple local maxima; a one-dimensional curve remains as an open boundary where the maximizer coexists with a stationary inflection. A restricted version of the dynamics is shown to mix in $\Theta(N\log N)$, enabling efficient sampling within metastable regimes. The work also provides a detailed geometric description of the phase sets $\mathfrak{R}_p$, $\mathfrak{C}_p$, and $\mathfrak{S}_p$, and discusses implications for higher-order Ising-type models and connections to the $p=2$ case.

Abstract

The Glauber dynamics for the classical $2$-spin Curie-Weiss model on $N$ nodes with inverse temperature $β$ and zero external field is known to mix in time $Θ(N\log N)$ for $β< \frac{1}{2}$, in time $Θ(N^{3/2})$ at $β= \frac{1}{2}$, and in time $\exp(Ω(N))$ for $β>\frac{1}{2}$. In this paper, we consider the $p$-spin generalization of the Curie-Weiss model with an external field $h$, and identify three disjoint regions almost exhausting the parameter space, with the corresponding Glauber dynamics exhibiting three different orders of mixing times in these regions. The construction of these disjoint regions depends on the number of local maximizers of a certain function $H_{β,h,p}$, and the behavior of the second derivative of $H_{β,h,p}$ at such a local maximizer. Specifically, we show that if $H_{β,h,p}$ has a unique local maximizer $m_*$ with $H_{β,h,p}''(m_*) < 0$ and no other stationary point, then the Glauber dynamics mixes in time $Θ(N\log N)$, and if $H_{β,h,p}$ has multiple local maximizers, then the mixing time is $\exp(Ω(N))$. Finally, if $H_{β,h,p}$ has a unique local maximizer $m_*$ with $H_{β,h,p}''(m_*) = 0$, then the mixing time is $Θ(N^{3/2})$. We provide an explicit description of the geometry of these three different phases in the parameter space, and observe that the only portion of the parameter plane that is left out by the union of these three regions, is a one-dimensional curve, on which the function $H_{β,h,p}$ has a stationary inflection point. Finding out the exact order of the mixing time on this curve remains an open question. Finally, we show that if $H_{β,h,p}$ has multiple local maximizers (metastable states), then one can create a restricted version of the original Glauber dynamics, which still mixes in time $Θ(N\log N)$.

Mixing Phases and Metastability for the Glauber Dynamics on the p-Spin Curie-Weiss Model

TL;DR

The paper analyzes the Glauber dynamics for the -spin Curie-Weiss model with external field, revealing a three-region phase diagram in parameter space determined by the local maximizers of . It proves three distinct mixing-time regimes: in the locally regular region, at special points with zero curvature, and exponential in metastable regions with multiple local maxima; a one-dimensional curve remains as an open boundary where the maximizer coexists with a stationary inflection. A restricted version of the dynamics is shown to mix in , enabling efficient sampling within metastable regimes. The work also provides a detailed geometric description of the phase sets , , and , and discusses implications for higher-order Ising-type models and connections to the case.

Abstract

The Glauber dynamics for the classical -spin Curie-Weiss model on nodes with inverse temperature and zero external field is known to mix in time for , in time at , and in time for . In this paper, we consider the -spin generalization of the Curie-Weiss model with an external field , and identify three disjoint regions almost exhausting the parameter space, with the corresponding Glauber dynamics exhibiting three different orders of mixing times in these regions. The construction of these disjoint regions depends on the number of local maximizers of a certain function , and the behavior of the second derivative of at such a local maximizer. Specifically, we show that if has a unique local maximizer with and no other stationary point, then the Glauber dynamics mixes in time , and if has multiple local maximizers, then the mixing time is . Finally, if has a unique local maximizer with , then the mixing time is . We provide an explicit description of the geometry of these three different phases in the parameter space, and observe that the only portion of the parameter plane that is left out by the union of these three regions, is a one-dimensional curve, on which the function has a stationary inflection point. Finding out the exact order of the mixing time on this curve remains an open question. Finally, we show that if has multiple local maximizers (metastable states), then one can create a restricted version of the original Glauber dynamics, which still mixes in time .

Paper Structure

This paper contains 13 sections, 14 theorems, 150 equations, 2 figures.

Key Result

Theorem 2.1

For every $\epsilon \in (0,\frac{1}{2})$, $p\ge 3$ and $(\beta,h)\in \Theta$, we have the following.

Figures (2)

  • Figure 1: Mixing phase diagram
  • Figure 2: Plot of the mixing times (capped at 10,000) of the Glauber dynamics against $N$ for the $4$-locally regular point (0.054, 0.5), the $4$-special point (1/3, 0.41) and the $4$-locally critical point (0.51, 0.184), compared against their theoretical estimates.

Theorems & Definitions (26)

  • Theorem 2.1
  • Theorem 2.2
  • Lemma 3.1
  • proof
  • Lemma 3.2
  • proof
  • Lemma 3.3
  • proof
  • Lemma 3.4
  • proof
  • ...and 16 more