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arXiv:1907.06776 · Physical review. E

Acceptance rate is a thermodynamic function in local Monte Carlo algorithms

Evgeni Burovski, Wolfhard Janke E, Maria Guskova, Щур Лев Николаевич

Published Dec 10, 2019• 4 citations
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Abstract

We study properties of Markov chain Monte Carlo simulations of classical spin models with local updates. We derive analytic expressions for the mean value of the acceptance rate of single-spin-flip algorithms for the one-dimensional Ising model. We find that for the Metropolis algorithm the average acceptance rate is a linear function of energy. We further provide numerical results for the energy dependence of the average acceptance rate for the three- and four-state Potts model, and the XY model in one and two spatial dimensions. In all cases, the acceptance rate is an almost linear function of the energy in the critical region. The variance of the acceptance rate is studied as a function of the specific heat. While the specific heat develops a singularity in the vicinity of a phase transition, the variance of the acceptance rate stays finite.

DOI
10.1103/physreve.100.063303

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We study properties of Markov chain Monte Carlo simulations of classical spin models with local updates. We derive analytic expressions for the mean value of the acceptance rate of single-spin-flip algorithms for the one-dimensional Ising model. We find that for the Metropolis algorithm the average acceptance rate is a linear function of energy. We further provide numerical results for the energy dependence of the average acceptance rate for the three- and four-state Potts model, and the XY model in one and two spatial dimensions. In all cases, the acceptance rate is an almost linear function of the energy in the critical region. The variance of the acceptance rate is studied as a function of the specific heat. While the specific heat develops a singularity in the vicinity of a phase transition, the variance of the acceptance rate stays finite.
We investigate the spatial overlap of successive spin configurations in Markov chain Monte Carlo simulations using the local Metropolis algorithm and the Swendsen-Wang and Wolff cluster algorithms. We examine the dynamics of these algorithms for models in different universality classes: Ising model, Potts model with three components, and four-state Potts model. The overlap of two successive Wolff clusters reflects critical behavior and can be used as an order parameter for the algorithm's dynamics. In the case of the Swendsen-Wang algorithm, similar behavior is demonstrated by the variance of the overlap of two consecutive lattice configurations, which behaves like an order parameter. Nothing similar is observed for the Metropolis algorithm, where the dynamics in the critical region are determined by the spin-flip frequency, which is equivalent to the acceptance rate. Thus, the critical behavior of the Wolff cluster overlap and of the variance of the configuration overlap in the Swendsen-Wang algorithm are naturally related to the critical behavior of geometric objects -- Fortuin-Kasteleyn clusters. Interestingly, in all cases the geometric quantity -- the configuration overlap or its variance -- reflects the thermodynamics of the phase transition.
Many problems in statistical physics resist exact solution once the number of interacting particles becomes large, and the two-dimensional Ising model is a classic case where numerical simulation fills that gap. This paper reports a Monte Carlo study of the two-dimensional Ising model using the Metropolis algorithm, undertaken to examine how magnetization, internal energy, specific heat, and magnetic susceptibility change with temperature. Spin configurations were generated on a square lattice under periodic boundary conditions, with each proposed spin flip accepted or rejected according to the Boltzmann weight of the resulting energy change. The simulation reproduces the expected transition from an ordered ferromagnetic state at low temperature to a disordered paramagnetic state at high temperature, with magnetization falling sharply and both specific heat and susceptibility peaking near a critical temperature of Tc ≈ 2.3–2.4 (in units of J/kB), consistent with the exact value obtained analytically for this system. These results confirm that the Metropolis algorithm, despite its simplicity, remains a dependable tool for locating second-order phase transitions and extracting thermodynamic quantities in lattice spin systems, and the same computational framework can be adapted to more elaborate models used in condensed matter and materials research.
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present benchmarks for a wide variety of instances of the two-dimensional Ising model, including ferromagnetic, antiferromagnetic, (fully) frustrated and Edwards-Anderson spin glass cases, and we show that, with modest computational effort, our Markov chain achieves sizeable acceptance rates, even in the vicinity of critical points. In each of the situations we have considered, the Markov chain compares well with other Monte Carlo schemes such as the Metropolis or Wolff algorithm: equilibration times appear to be reduced by a factor that varies between 40 and 2000, depending on the model and the observable being monitored. We also present an extension to three spatial dimensions, and demonstrate that it exhibits fast equilibration for finite ferro and antiferromagnetic instances. Additionally, and although it is originally designed for a square lattice of finite degrees of freedom with open boundary conditions, the proposed scheme can be used as such, or with slight modifications, to study triangular lattices, systems with continuous degrees of freedom, matrix models, a confined gas of hard spheres, or to deal with arbitrary boundary conditions.
We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present benchmark computations for a wide variety of instances of the two-dimensional Ising model, including ferromagnetic, antiferromagnetic, (fully) frustrated and Edwards-Anderson spin glass instances, and we show that, with modest computational effort, our Markov chain achieves sizeable acceptance rates, even in the vicinity of critical points. In each of the situations we have considered, the Markov chain compares well with other Monte Carlo schemes such as the Metropolis or Wolff’s algorithm: equilibration times appear to be reduced by a factor that varies between 40 40 and 2000 2000 , depending on the model and the observable being monitored. We also present an extension to three spatial dimensions, and demonstrate that it exhibits fast equilibration for finite ferro- and antiferromagnetic instances. Additionally, and although it is originally designed for a square lattice of finite degrees of freedom with open boundary conditions, the proposed scheme can be used as such, or with slight modifications, to study triangular lattices, systems with continuous degrees of freedom, matrix models, a confined gas of hard spheres, or to deal with arbitrary boundary conditions.
We numerically investigate the stability of universal properties at continuous phase transitions against perturbations of the Markov chain Monte Carlo algorithm used to simulate the system. We consider the three-dimensional XY model as a test bed, and both local (single-site Metropolis) and global (single-cluster) updates, introducing deterministic truncation-like perturbations and stochastic perturbations in the acceptance probabilities. In (almost) all the cases, we find a remarkable stability of the universal properties, even against large perturbations of the Markov chain Monte Carlo algorithm, with critical exponents and scaling curves consistent with those of the standard XY model within statistical uncertainties. Only for the single-cluster update with very large truncation error does something different happen, but large scaling corrections prevent us from precisely assessing the critical properties of the transition, and, in particular, to understand whether the critical behavior observed corresponds to a known universality class.
Monte Carlo simulation with Metropolis algorithm has been performed on a cubic Ising lattice with four-spin couplings. Temperature dependence of the spin average and average energy has been obtained. We found that the phase transition is of first order when the strength of four-spin coupling is stronger a critical value, and this critical value is of lattice size dependence. Binder cumulants still can be used to determine the second order phase transition temperature. For first order phase transition, the spin average disappears abruptly at the temperature of the average energy being a third of the ground state energy.