Abstract The thermodynamic properties of spin systems are evaluated with Monte Carlo methods. A review of classical thermodynamics is followed by a discussion of critical exponents. The Monte Carlo method is then applied to the two-dimensional Ising model with the goal of determining the phase diagram for magnetization. Boundary conditions, the reweighting method, autocorrelation, and critical slowing down are all explored. Cluster algorithms for overcoming critical slowing down are developed next and shown to dramatically reduce autocorrelation. A variety of spin systems that illustrate first, second, and infinite order (topological) phase transitions are explored. Finally, applications to random systems called spin glasses and to neural networks are briefly reviewed.
Abstract The thermodynamic properties of spin systems are evaluated with Monte Carlo methods. A review of classical thermodynamics is followed by a discussion of critical exponents. The Monte Carlo method is then applied to the two-dimensional Ising model with the goal of determining the phase diagram for magnetization. Boundary conditions, the reweighting method, autocorrelation, and critical slowing down are all explored. Cluster algorithms for overcoming critical slowing down are developed next and shown to dramatically reduce autocorrelation. A variety of spin systems that illustrate first, second, and infinite order (topological) phase transitions are explored. Finally, applications to random systems called spin glasses and to neural networks are briefly reviewed.
This study presents a comprehensive Monte Carlo simulation of the two-dimensional (2-D) Ising model using the Metropolis algorithm to investigate critical phenomena and thermodynamic behavior in spin-lattice systems. The model, implemented in MATLAB with periodic boundary conditions, explores equilibrium properties such as magnetization, internal energy, specific heat, and susceptibility across a range of temperatures. By employing various initial spin configurations—ordered and random—the simulations demonstrate the system's ergodicity and convergence to thermal equilibrium. Key results include a sharp decline in magnetization and a pronounced peak in specific heat near the critical temperature, consistent with second-order phase transition behavior. The simulation captures microscopic domain evolution, highlighting the transition from ferromagnetic to paramagnetic phases as thermal fluctuations increase. The study further evaluates algorithmic efficiency, discusses the impact of lattice size on statistical accuracy, and proposes improvements using advanced cluster algorithms and parallel computing frameworks. The findings validate theoretical predictions from Onsager's solution and underscore the versatility of Monte Carlo techniques in modeling collective behavior in magnetic systems. The simulation framework offers a robust foundation for analyzing critical dynamics and extends its relevance to broader applications in material science, computational physics, and complex systems modeling.
Phase transitions and critical phenomena in several spin models are studied. These models include a two and three dimensional XY model and Ising models in structured and random field. The methods of study are cluster Monte Carlo simulations and network flow optimization algorithms. The XY model and a related soft spin model belonging to the O(2) universality class are studied using a modified version of the Invaded Cluster algorithm. The static critical properties of the models and the dynamic characteristics of the algorithm are studied. The critical exponent η for the O(2) universality class in two and three dimensions is measured. The Invaded Cluster algorithm for the XY model does not show any critical slowing for global variables. Benzene adsorption in a nanoporous solid is modeled with an Ising model with both internal and external magnetic fields. The first order phase transition and the critical properties of the system are studied. The system is simulated using the two replica cluster algorithm. The critical temperature of the system is found to decrease with increasing difference of the values of the internal fields. It is found that the system undergoes a phase transition for a relatively wide, experimentally obtainable, region of values of its parameters. The random field Ising model in three dimensions is studied at zero temperature. The nature of randomness induced phase transition is studied using a numerical network flow optimization method. It is found that the latent heat at the phase transition vanishes in the limit of infinite system size which can be taken as a proof of a second order phase transition.
In recent years Machine Learning has proved to be successful in many technological applications and scientific tasks, such as image and speech recognition, natural language
understanding and more. In this work we apply both supervised and unsupervised Machine Learning to three key problems in statistical physics: design of Hamiltonian from data,
phase recognition and study of critical properties of a system undergoing phase transition.
As an example of model design, we use a dataset with spin configurations and corresponding energies randomly sampled from a one dimensional Ising model. We then make two
guesses for the correct Hamiltonian: the former involving interactions of spins with an external local field, the latter involving two body interactions among spins.
The coupling constants are determined with a linear penalized regression, comparing the effects of L1 and L2 penalization terms of the cost function. We pay specific attention
to the problem of overfitting and to the validation process, which is critical for accepting or rejecting the proposed model.
The phase recognition problem is faced with the two dimensional Ising and XY models as examples. After showing the limits of a simple softmax regression for this task,
we build suitable neural networks to overcome these limits. In particular, a feed forward network is built and the learning process is investigated for the Ising model;
while a more sophisticated convolutional network is proposed for the XY model in order to detect local topological structures.
The last part of the work is dedicated to the unsupervised study of phase transitions, and the determination of critical properties (order parameter, critical
temperature, critical exponents). The discussed techniques are Principal Component Analysis (PCA) for dimensional reduction and K-means clustering for organizing data into
subsets with specific properties. PCA is applied to the two dimensional Ising, Potts and XY models, and it is used to find suitable order parameters. The study of the
proposed order parameter as a function of temperature provides evidence of phase transition, and a finite size scaling allows to extrapolate both the critical temperature
in the thermodynamic limit, and the ν critical exponent for the correlation length. K-means clustering is applied to equilibrium configurations of the two dimensional
Ising model, before and after the dimensional reduction, and the critical temperature is estimated. Moreover, a clustering of relaxation curves of magnetization in a
Monte Carlo dynamics is used to build a phase diagram on the parameter space of temperature and magnetic field.
A synergy of C++, Python and Wolfram Mathematica 12.0 is used throughout this work in order to sample input datasets and to build and control customized neural networks
and learning tools. The most relevant codes are provided in the appendix.
"Renorma1ization-group methods have been applied in the study of quenched random magnetic systems in recent years. We begin with a brief review of second-order phase transitions in pure, homogeneous systems and also of the .. renorma1ization group framework. Then we provide an introduction to quenched random magnetic systems. Next, momentum-space methods and position-space techniques as applied to quenched random magnets are outlined and compared. Grinstein and Luther applied the Wilson-Fisher E-expansion to random n-vector models; Khme1'nitsky discovered that the random Ising model (n = 1) possessed a ""random"" fixed point of 0(squareroot(e)). This fixed point was found to have one marginal and one irrelevant operator. We have investigated the stability of this fixed point using Ca11an-Symanzik equations and renorma1ized perturbation theory. We find the fixed point stable in the next order; we have also obtained critical exponents to one higher order. Next, position-space techniques are used to study some simple model systems. In addition to critical exponents, global thermodynamic properties are determined. These calculations are based on the Migda1-Kadanoff approximate recursion relations suitably generalized to the inhomogeneous case. Firstly we study the randomly bond-dilute two-dimensional nearest- neighbor Ising model on a square lattice. Calculations give both thermal and magnetic exponents associated with the percolative fixed point. Differential recursion relations yield a phase diagram which is in quantitative agreement with all known results. Curves for the specific heat, percolation probability, and magnetization are displayed. The critical region of the specific heat becomes unobservably narrow well above the percolation threshold Pc. This provides a possible explanation for the apparent specific-heat rounding in certain experiments. We then study the Edwards-Anderson model of a spin glass. The current theoretical situation, which is far from satisfactory at present, is briefly reviewed. We treat the spin-l/2 Ising model with independently random nearestneighbor interactions in dimensionalities d = 2, 3, and 4. The phase diagram, which is in qualitative agreement with mean-field results, exhibits paramagnetic, ferromagnetic, antiferromagnetic, and spin-glass phases. The spinglass and paramagnetic phases meet along an extended second-order phase boundary, which terminates in two tricritical points. Critical and tricritical exponents are calculated. The spin-glass specific-heat exponent turns out to be large and negative, compatibly with recent experiments which show a rounded specific heat anomaly. Global specific-heat curves are also displayed for d = 2."
The main subjects of this dissertation are spin glass applications in other disciplines and spin glass algorithms. Spin glasses are magnetic systems with disorder and frustration, and the essential physics of spin glasses lies not in the details of their microscopic interactions but rather in the competition between quenched ferromagnetic and antiferromagnetic interactions. Concepts that arose in the study of spin glasses have led to applications in areas as diverse as computer science, biology, and finance, as well as a variety of others.\n\nIn the first part of this dissertation I study the equilibrium and non-equilibrium properties of Boolean decision problems with competing interactions on scale-free networks in an external bias (a magnetic field). First, I perform finite-temperature Monte Carlo simulations in a field to test the robustness of the spin-glass phase and I show that the system has a spin-glass phase in a field, i.e., it exhibits a de Almeida–Thouless line. Then I study avalanche distributions when the system is driven by a field at zero temperature to test whether the system displays self-organized criticality. The numerical results suggest that avalanches (damage) can spread across the entire system with nonzero probability when the decay exponent of the interaction degree is less than or equal to 2, i.e., that Boolean decision problems on scale-free networks with competing interactions can be fragile when the system is not in thermal equilibrium.\n\nIn the second part of this dissertation I discuss the best-case performance of quantum annealers on native spin-glass benchmarks, i.e., how chaos can affect success probabilities. We perform classical parallel-tempering Monte Carlo simulations of the archetypal benchmark problem, an Ising spin glass, on the native chip topology. Using realistic uncorrelated noise models for the D-Wave Two quantum annealer, I study the best-case resilience, or the probability that the ground-state configuration is not affected by random fields and random-bond fluctuations found on the chip. We compute the upper-bound success probabilities for different instance classes based on these simple error models, and I present strategies for developing robust and hard benchmark instances.\n\nIn the third part of this dissertation I present a cluster algorithm for Ising spin glasses that works in any space dimension and speeds up thermalization by several orders of magnitude at temperatures where thermalization is typically difficult. Our isoenergetic cluster moves are based on the Houdayer cluster algorithm for two-dimensional spin glasses and lead to a speedup over conventional state-of-the-art methods that increases with the system size. We illustrate the benefits (improved thermalization and achievement of more equiprobable sampling of ground states) of the isoenergetic cluster moves in two and three space dimensions, as well as in the nonplanar Chimera topology found in the D-Wave quantum annealing machine.\n\nFinally, I study the thermodynamic properties of the two-dimensional Edwards-Anderson Ising spin-glass model on a square lattice using the tensor renormalization group method based on a higher-order singular-value decomposition. Our estimates of the partition function without a high precision data type lead to negative values at very low temperatures, thus illustrating that the method can not be applied to frustrated magnetic systems.
Spin glasses are disordered magnetic systems that have frustration. The most interesting feature of the physical properties of spin glasses is the complex structure of phase space that is caused by the competition between the quenched ferromagnetic and antiferromagnetic interactions of spin pairs. The popularity of spin glasses is two-fold. First of all, the extremely complicated energy landscapes built from the frustration among spin interactions gives spin glasses new properties that have never been seen in other ordered systems. One of these properties is a new transition between the paramagnetic phase and a disordered phase, the spin-glass phase. This new phenomenon triggers scientists' enthusiasm for deeply understanding the physical foundations and mathematical description for disordered systems such as spin glasses. Secondly, because analytical methods can no longer offer enough support for studying disordered systems, scientists use numerical tools like Markov-chain Monte Carlo to simulate the thermodynamics of the systems of interest as well as statistical methods to process big data generated from the simulations. Therefore, the research on such complex systems introduces a new paradigm to statistical physics and also opens a window into an overlapping area between computational physics and information science, which makes an interdisciplinary study necessary and helpful. \n\n\n\n I devote my research to this new interdisciplinary area by seeking new connections in both models and algorithms. This dissertation consists of two themes. The first theme is about the research of spin glasses, including a study on the universality of a diluted spin-glass model and the development of algorithms by introducing new tools from artificial intelligence and extending the current algorithms for more general use. I demonstrate that to detect the phase transition in a spin-glass model we can train convolutional neural networks with a different spin-glass model. Then, use the convolutional neural networks to precisely predict the phase transition of the model. I also show that by training the convolutional neural networks with poisoned data, the results can be very unpredictable. Next, I introduce research in modifying the isoenergetic cluster moves for highly connected topologies in spin glasses. The numerical results show that isoenergetic cluster moves can only be effective for graphs with low connectivities due to the relatively small percolation thresholds in topologies with high connectivities and the trade-off between the cluster size and acceptance rate forced by the detailed balance condition. To conclude the first theme, I study the universality of the two dimensional Ising model with bond dilution. This project is inspired by a debate in the grey area that is not covered by Harris criterion: the universality of a two-dimensional Ising model with disorder can not be theoretically explained. The simulation results for the two-dimensional Ising model with bond dilution show that the critical exponent of the correction to the correlation length does not change with disorder, which supports the strong universality scenario. The second theme of this dissertation is the study of the Boolean satisfiability problem through the use of Ising spin form. The Boolean satisfiability problem is the problem of determining if there exists an assignment of Boolean variables that satisfies a given Boolean formula. Considering that there are rarely global algorithms for the Boolean satisfiability problem and that the NP-complete Ising spin glass is written in Boolean variables as well, I use Monte Carlo simulations to find the optimal solutions for the Boolean satisfiability problem by implementing the Metropolis algorithm combined with the Parallel tempering algorithm. The advantage of this method is that the ergodicity of the thermodynamic procedure makes this algorithm global, which can help search for optimal solutions through the entire configuration space. The numerical results show that this physical algorithm has an obvious advantage over the current state-of-art algorithms on a derivative problem, the Boolean maximum satisfiability problem. Finally, I introduce my research on the Boolean satisfiability problem-based membership filter. Since the physical approach has the ability of globally seeking solutions it can help find uncorrelated solutions for the Boolean satisfiability problem-based membership filter, which is the key to improving efficiency for this new filter. Furthermore, I improve the efficiency of the filter by turning the Boolean satisfiability instance into a not-all-equal form to guarantee that the solutions found by our algorithm, Borealis, are uncorrelated. The numerical results show that the efficiency of Boolean satisfiability-based filter can be significantly improved while keeping the false positive rate low.