Epidemics, the Ising-Model and Percolation Theory: a Comprehensive Review Focussed on Covid-19 Isys F
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The Ising Model
The Ising Model Today we will switch topics and discuss one of the most studied models in statistical physics the Ising Model • Some applications: – Magnetism (the original application) – Liquid-gas transition – Binary alloys (can be generalized to multiple components) • Onsager solved the 2D square lattice (1D is easy!) • Used to develop renormalization group theory of phase transitions in 1970’s. • Critical slowing down and “cluster methods”. Figures from Landau and Binder (LB), MC Simulations in Statistical Physics, 2000. Atomic Scale Simulation 1 The Model • Consider a lattice with L2 sites and their connectivity (e.g. a square lattice). • Each lattice site has a single spin variable: si = ±1. • With magnetic field h, the energy is: N −β H H = −∑ Jijsis j − ∑ hisi and Z = ∑ e ( i, j ) i=1 • J is the nearest neighbors (i,j) coupling: – J > 0 ferromagnetic. – J < 0 antiferromagnetic. • Picture of spins at the critical temperature Tc. (Note that connected (percolated) clusters.) Atomic Scale Simulation 2 Mapping liquid-gas to Ising • For liquid-gas transition let n(r) be the density at lattice site r and have two values n(r)=(0,1). E = ∑ vijnin j + µ∑ni (i, j) i • Let’s map this into the Ising model spin variables: 1 s = 2n − 1 or n = s + 1 2 ( ) v v + µ H s s ( ) s c = ∑ i j + ∑ i + 4 (i, j) 2 i J = −v / 4 h = −(v + µ) / 2 1 1 1 M = s n = n = M + 1 N ∑ i N ∑ i 2 ( ) i i Atomic Scale Simulation 3 JAVA Ising applet http://physics.weber.edu/schroeder/software/demos/IsingModel.html Dynamically runs using heat bath algorithm. -
Probabilistic and Geometric Methods in Last Passage Percolation
Probabilistic and geometric methods in last passage percolation by Milind Hegde A dissertation submitted in partial satisfaction of the requirements for the degree of Doctor of Philosophy in Mathematics in the Graduate Division of the University of California, Berkeley Committee in charge: Professor Alan Hammond, Co‐chair Professor Shirshendu Ganguly, Co‐chair Professor Fraydoun Rezakhanlou Professor Alistair Sinclair Spring 2021 Probabilistic and geometric methods in last passage percolation Copyright 2021 by Milind Hegde 1 Abstract Probabilistic and geometric methods in last passage percolation by Milind Hegde Doctor of Philosophy in Mathematics University of California, Berkeley Professor Alan Hammond, Co‐chair Professor Shirshendu Ganguly, Co‐chair Last passage percolation (LPP) refers to a broad class of models thought to lie within the Kardar‐ Parisi‐Zhang universality class of one‐dimensional stochastic growth models. In LPP models, there is a planar random noise environment through which directed paths travel; paths are as‐ signed a weight based on their journey through the environment, usually by, in some sense, integrating the noise over the path. For given points y and x, the weight from y to x is defined by maximizing the weight over all paths from y to x. A path which achieves the maximum weight is called a geodesic. A few last passage percolation models are exactly solvable, i.e., possess what is called integrable structure. This gives rise to valuable information, such as explicit probabilistic resampling prop‐ erties, distributional convergence information, or one point tail bounds of the weight profile as the starting point y is fixed and the ending point x varies. -
Lecture 13: Financial Disasters and Econophysics
Lecture 13: Financial Disasters and Econophysics Big problem: Power laws in economy and finance vs Great Moderation: (Source: http://www.mckinsey.com/business-functions/strategy-and-corporate-finance/our-insights/power-curves-what- natural-and-economic-disasters-have-in-common Analysis of big data, discontinuous change especially of financial sector, where efficient market theory missed the boat has drawn attention of specialists from physics and mathematics. Wall Street“quant”models may have helped the market implode; and collapse spawned econophysics work on finance instability. NATURE PHYSICS March 2013 Volume 9, No 3 pp119-197 : “The 2008 financial crisis has highlighted major limitations in the modelling of financial and economic systems. However, an emerging field of research at the frontiers of both physics and economics aims to provide a more fundamental understanding of economic networks, as well as practical insights for policymakers. In this Nature Physics Focus, physicists and economists consider the state-of-the-art in the application of network science to finance.” The financial crisis has made us aware that financial markets are very complex networks that, in many cases, we do not really understand and that can easily go out of control. This idea, which would have been shocking only 5 years ago, results from a number of precise reasons. What does physics bring to social science problems? 1- Heterogeneous agents – strange since physics draws strength from electron is electron is electron but STATISTICAL MECHANICS --- minority game, finance artificial agents, 2- Facility with huge data sets – data-mining for regularities in time series with open eyes. 3- Network analysis 4- Percolation/other models of “phase transition”, which directs attention at boundary conditions AN INTRODUCTION TO ECONOPHYSICS Correlations and Complexity in Finance ROSARIO N. -
Processes on Complex Networks. Percolation
Chapter 5 Processes on complex networks. Percolation 77 Up till now we discussed the structure of the complex networks. The actual reason to study this structure is to understand how this structure influences the behavior of random processes on networks. I will talk about two such processes. The first one is the percolation process. The second one is the spread of epidemics. There are a lot of open problems in this area, the main of which can be innocently formulated as: How the network topology influences the dynamics of random processes on this network. We are still quite far from a definite answer to this question. 5.1 Percolation 5.1.1 Introduction to percolation Percolation is one of the simplest processes that exhibit the critical phenomena or phase transition. This means that there is a parameter in the system, whose small change yields a large change in the system behavior. To define the percolation process, consider a graph, that has a large connected component. In the classical settings, percolation was actually studied on infinite graphs, whose vertices constitute the set Zd, and edges connect each vertex with nearest neighbors, but we consider general random graphs. We have parameter ϕ, which is the probability that any edge present in the underlying graph is open or closed (an event with probability 1 − ϕ) independently of the other edges. Actually, if we talk about edges being open or closed, this means that we discuss bond percolation. It is also possible to talk about the vertices being open or closed, and this is called site percolation. -
Arxiv:1511.03031V2
submitted to acta physica slovaca 1– 133 A BRIEF ACCOUNT OF THE ISING AND ISING-LIKE MODELS: MEAN-FIELD, EFFECTIVE-FIELD AND EXACT RESULTS Jozef Streckaˇ 1, Michal Jasˇcurˇ 2 Department of Theoretical Physics and Astrophysics, Faculty of Science, P. J. Saf´arikˇ University, Park Angelinum 9, 040 01 Koˇsice, Slovakia The present article provides a tutorial review on how to treat the Ising and Ising-like models within the mean-field, effective-field and exact methods. The mean-field approach is illus- trated on four particular examples of the lattice-statistical models: the spin-1/2 Ising model in a longitudinal field, the spin-1 Blume-Capel model in a longitudinal field, the mixed-spin Ising model in a longitudinal field and the spin-S Ising model in a transverse field. The mean- field solutions of the spin-1 Blume-Capel model and the mixed-spin Ising model demonstrate a change of continuous phase transitions to discontinuous ones at a tricritical point. A con- tinuous quantum phase transition of the spin-S Ising model driven by a transverse magnetic field is also explored within the mean-field method. The effective-field theory is elaborated within a single- and two-spin cluster approach in order to demonstrate an efficiency of this ap- proximate method, which affords superior approximate results with respect to the mean-field results. The long-standing problem of this method concerned with a self-consistent deter- mination of the free energy is also addressed in detail. More specifically, the effective-field theory is adapted for the spin-1/2 Ising model in a longitudinal field, the spin-S Blume-Capel model in a longitudinal field and the spin-1/2 Ising model in a transverse field. -
Statistical Field Theory University of Cambridge Part III Mathematical Tripos
Preprint typeset in JHEP style - HYPER VERSION Michaelmas Term, 2017 Statistical Field Theory University of Cambridge Part III Mathematical Tripos David Tong Department of Applied Mathematics and Theoretical Physics, Centre for Mathematical Sciences, Wilberforce Road, Cambridge, CB3 OBA, UK http://www.damtp.cam.ac.uk/user/tong/sft.html [email protected] –1– Recommended Books and Resources There are a large number of books which cover the material in these lectures, although often from very di↵erent perspectives. They have titles like “Critical Phenomena”, “Phase Transitions”, “Renormalisation Group” or, less helpfully, “Advanced Statistical Mechanics”. Here are some that I particularly like Nigel Goldenfeld, Phase Transitions and the Renormalization Group • Agreatbook,coveringthebasicmaterialthatwe’llneedanddelvingdeeperinplaces. Mehran Kardar, Statistical Physics of Fields • The second of two volumes on statistical mechanics. It cuts a concise path through the subject, at the expense of being a little telegraphic in places. It is based on lecture notes which you can find on the web; a link is given on the course website. John Cardy, Scaling and Renormalisation in Statistical Physics • Abeautifullittlebookfromoneofthemastersofconformalfieldtheory.Itcoversthe material from a slightly di↵erent perspective than these lectures, with more focus on renormalisation in real space. Chaikin and Lubensky, Principles of Condensed Matter Physics • Shankar, Quantum Field Theory and Condensed Matter • Both of these are more all-round condensed matter books, but with substantial sections on critical phenomena and the renormalisation group. Chaikin and Lubensky is more traditional, and packed full of content. Shankar covers modern methods of QFT, with an easygoing style suitable for bedtime reading. Anumberofexcellentlecturenotesareavailableontheweb.Linkscanbefoundon the course webpage: http://www.damtp.cam.ac.uk/user/tong/sft.html. -
Understanding Complex Systems: a Communication Networks Perspective
1 Understanding Complex Systems: A Communication Networks Perspective Pavlos Antoniou and Andreas Pitsillides Networks Research Laboratory, Computer Science Department, University of Cyprus 75 Kallipoleos Street, P.O. Box 20537, 1678 Nicosia, Cyprus Telephone: +357-22-892687, Fax: +357-22-892701 Email: [email protected], [email protected] Technical Report TR-07-01 Department of Computer Science University of Cyprus February 2007 Abstract Recent approaches on the study of networks have exploded over almost all the sciences across the academic spectrum. Over the last few years, the analysis and modeling of networks as well as networked dynamical systems have attracted considerable interdisciplinary interest. These efforts were driven by the fact that systems as diverse as genetic networks or the Internet can be best described as complex networks. On the contrary, although the unprecedented evolution of technology, basic issues and fundamental principles related to the structural and evolutionary properties of networks still remain unaddressed and need to be unraveled since they affect the function of a network. Therefore, the characterization of the wiring diagram and the understanding on how an enormous network of interacting dynamical elements is able to behave collectively, given their individual non linear dynamics are of prime importance. In this study we explore simple models of complex networks from real communication networks perspective, focusing on their structural and evolutionary properties. The limitations and vulnerabilities of real communication networks drive the necessity to develop new theoretical frameworks to help explain the complex and unpredictable behaviors of those networks based on the aforementioned principles, and design alternative network methods and techniques which may be provably effective, robust and resilient to accidental failures and coordinated attacks. -
Critical Percolation As a Framework to Analyze the Training of Deep Networks
Published as a conference paper at ICLR 2018 CRITICAL PERCOLATION AS A FRAMEWORK TO ANALYZE THE TRAINING OF DEEP NETWORKS Zohar Ringel Rodrigo de Bem∗ Racah Institute of Physics Department of Engineering Science The Hebrew University of Jerusalem University of Oxford [email protected]. [email protected] ABSTRACT In this paper we approach two relevant deep learning topics: i) tackling of graph structured input data and ii) a better understanding and analysis of deep networks and related learning algorithms. With this in mind we focus on the topological classification of reachability in a particular subset of planar graphs (Mazes). Doing so, we are able to model the topology of data while staying in Euclidean space, thus allowing its processing with standard CNN architectures. We suggest a suitable architecture for this problem and show that it can express a perfect solution to the classification task. The shape of the cost function around this solution is also derived and, remarkably, does not depend on the size of the maze in the large maze limit. Responsible for this behavior are rare events in the dataset which strongly regulate the shape of the cost function near this global minimum. We further identify an obstacle to learning in the form of poorly performing local minima in which the network chooses to ignore some of the inputs. We further support our claims with training experiments and numerical analysis of the cost function on networks with up to 128 layers. 1 INTRODUCTION Deep convolutional networks have achieved great success in the last years by presenting human and super-human performance on many machine learning problems such as image classification, speech recognition and natural language processing (LeCun et al. -
Lecture 8: the Ising Model Introduction
Lecture 8: The Ising model Introduction I Up to now: Toy systems with interesting properties (random walkers, cluster growth, percolation) I Common to them: No interactions I Add interactions now, with significant role I Immediate consequence: much richer structure in model, in particular: phase transitions I Simulate interactions with RNG (Monte Carlo method) I Include the impact of temperature: ideas from thermodynamics and statistical mechanics important I Simple system as example: coupled spins (see below), will use the canonical ensemble for its description The Ising model I A very interesting model for understanding some properties of magnetic materials, especially the phase transition ferromagnetic ! paramagnetic I Intrinsically, magnetism is a quantum effect, triggered by the spins of particles aligning with each other I Ising model a superb toy model to understand this dynamics I Has been invented in the 1920's by E.Ising I Ever since treated as a first, paradigmatic model The model (in 2 dimensions) I Consider a square lattice with spins at each lattice site I Spins can have two values: si = ±1 I Take into account only nearest neighbour interactions (good approximation, dipole strength falls off as 1=r 3) I Energy of the system: P E = −J si sj hiji I Here: exchange constant J > 0 (for ferromagnets), and hiji denotes pairs of nearest neighbours. I (Micro-)states α characterised by the configuration of each spin, the more aligned the spins in a state α, the smaller the respective energy Eα. I Emergence of spontaneous magnetisation (without external field): sufficiently many spins parallel Adding temperature I Without temperature T : Story over. -
Probability on Graphs Random Processes on Graphs and Lattices
Probability on Graphs Random Processes on Graphs and Lattices GEOFFREY GRIMMETT Statistical Laboratory University of Cambridge c G. R. Grimmett 1/4/10, 17/11/10, 5/7/12 Geoffrey Grimmett Statistical Laboratory Centre for Mathematical Sciences University of Cambridge Wilberforce Road Cambridge CB3 0WB United Kingdom 2000 MSC: (Primary) 60K35, 82B20, (Secondary) 05C80, 82B43, 82C22 With 44 Figures c G. R. Grimmett 1/4/10, 17/11/10, 5/7/12 Contents Preface ix 1 Random walks on graphs 1 1.1 RandomwalksandreversibleMarkovchains 1 1.2 Electrical networks 3 1.3 Flowsandenergy 8 1.4 Recurrenceandresistance 11 1.5 Polya's theorem 14 1.6 Graphtheory 16 1.7 Exercises 18 2 Uniform spanning tree 21 2.1 De®nition 21 2.2 Wilson's algorithm 23 2.3 Weak limits on lattices 28 2.4 Uniform forest 31 2.5 Schramm±LownerevolutionsÈ 32 2.6 Exercises 37 3 Percolation and self-avoiding walk 39 3.1 Percolationandphasetransition 39 3.2 Self-avoiding walks 42 3.3 Coupledpercolation 45 3.4 Orientedpercolation 45 3.5 Exercises 48 4 Association and in¯uence 50 4.1 Holley inequality 50 4.2 FKGinequality 53 4.3 BK inequality 54 4.4 Hoeffdinginequality 56 c G. R. Grimmett 1/4/10, 17/11/10, 5/7/12 vi Contents 4.5 In¯uenceforproductmeasures 58 4.6 Proofsofin¯uencetheorems 63 4.7 Russo'sformulaandsharpthresholds 75 4.8 Exercises 78 5 Further percolation 81 5.1 Subcritical phase 81 5.2 Supercritical phase 86 5.3 Uniquenessofthein®nitecluster 92 5.4 Phase transition 95 5.5 Openpathsinannuli 99 5.6 The critical probability in two dimensions 103 5.7 Cardy's formula 110 5.8 The -
Arxiv:1504.02898V2 [Cond-Mat.Stat-Mech] 7 Jun 2015 Keywords: Percolation, Explosive Percolation, SLE, Ising Model, Earth Topography
Recent advances in percolation theory and its applications Abbas Ali Saberi aDepartment of Physics, University of Tehran, P.O. Box 14395-547,Tehran, Iran bSchool of Particles and Accelerators, Institute for Research in Fundamental Sciences (IPM) P.O. Box 19395-5531, Tehran, Iran Abstract Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component. Despite its very simple rules, percolation theory has successfully been applied to describe a large variety of natural, technological and social systems. Percolation models serve as important universality classes in critical phenomena characterized by a set of critical exponents which correspond to a rich fractal and scaling structure of their geometric features. We will first outline the basic features of the ordinary model. Over the years a variety of percolation models has been introduced some of which with completely different scaling and universal properties from the original model with either continuous or discontinuous transitions depending on the control parameter, di- mensionality and the type of the underlying rules and networks. We will try to take a glimpse at a number of selective variations including Achlioptas process, half-restricted process and spanning cluster-avoiding process as examples of the so-called explosive per- colation. We will also introduce non-self-averaging percolation and discuss correlated percolation and bootstrap percolation with special emphasis on their recent progress. Directed percolation process will be also discussed as a prototype of systems displaying a nonequilibrium phase transition into an absorbing state. In the past decade, after the invention of stochastic L¨ownerevolution (SLE) by Oded Schramm, two-dimensional (2D) percolation has become a central problem in probability theory leading to the two recent Fields medals. -
Multiple Schramm-Loewner Evolutions and Statistical Mechanics Martingales
Multiple Schramm-Loewner Evolutions and Statistical Mechanics Martingales Michel Bauer a, Denis Bernard a 1, Kalle Kyt¨ol¨a b [email protected]; [email protected]; [email protected] a Service de Physique Th´eorique de Saclay CEA/DSM/SPhT, Unit´ede recherche associ´ee au CNRS CEA-Saclay, 91191 Gif-sur-Yvette, France. b Department of Mathematics, P.O. Box 68 FIN-00014 University of Helsinki, Finland. Abstract A statistical mechanics argument relating partition functions to martingales is used to get a condition under which random geometric processes can describe interfaces in 2d statistical mechanics at critical- ity. Requiring multiple SLEs to satisfy this condition leads to some natural processes, which we study in this note. We give examples of such multiple SLEs and discuss how a choice of conformal block is related to geometric configuration of the interfaces and what is the physical meaning of mixed conformal blocks. We illustrate the general arXiv:math-ph/0503024v2 21 Mar 2005 ideas on concrete computations, with applications to percolation and the Ising model. 1Member of C.N.R.S 1 Contents 1 Introduction 3 2 Basics of Schramm-L¨owner evolutions: Chordal SLE 6 3 A proposal for multiple SLEs 7 3.1 Thebasicequations ....................... 7 3.2 Archprobabilities......................... 8 4 First comments 10 4.1 Statistical mechanics interpretation . 10 4.2 SLEasaspecialcaseof2SLE. 10 4.3 Makingsense ........................... 12 4.4 A few martingales for nSLEs .................. 13 4.5 Classicallimit........................... 14 4.6 Relations with other work . 15 5 CFT background 16 6 Martingales from statistical mechanics 19 6.1 Tautological martingales .