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Tempering Dynamics and Relaxation Times in the 3D Ising Model
Luis Fernández, Enzo Marinari, Juan Ruiz-Lorenzo
To cite this version:
Luis Fernández, Enzo Marinari, Juan Ruiz-Lorenzo. Tempering Dynamics and Relaxation Times in the 3D Ising Model. Journal de Physique I, EDP Sciences, 1995, 5 (10), pp.1247-1254.
�10.1051/jp1:1995195�. �jpa-00247134�
J.
Phys.
IHance 5(1995)
1247-1254 OCTOBERI995, PAGE1247Classification
Physics
Abstracts75.10N
Tempering Dynamics and Relaxation Times in trie 3D Ising Model
Luis A. Fernàndez
(~),
Enzo Marinari(~)
and Juan J. Ruiz-Lorenzo(~)
(~ Departamento de Fisica Teônca, Universidad
Complutense
deMadrid,
Ciudad Universitana, Madrid 28040Spain
(~)
Dipartimento
di Fisica andInfn,
Università diCagliari,
ViaOspedale
72, o9100Cagliari Italy
(~) Dipartimento di Fisica and
Infn,
Università di Roma LaSapienza,
P. A. More 2, oo185 Roma Italy(Received
26January
1995, revised 24April
1995,accepted
30 June1995)
Abstract. We discuss the
tempering
Monte Carlomethod,
and its cnticalslowing
downbehavior m the 3D
Ising
model. We show that at Te thetempering
does notchange
the criticalslowing
down exponent z. We also discuss theexponential slowmg
clown for theflip-flop
from plus to minus state in the coldphase,
and we show that tempenng reduces it to a power lawslowing
down. We discuss the relation of theflip-flop
rate to the surface tension for localdynamical
schemes.1» Introduction
The
tempering updating
method[Ii
has been introducedrecently
in order tospeed
up sim- ulations of statisticalsystems.
Methods very similar in nature werealready
in use in the framework of moleculardynamics
simulation [2]. Multicanonical methods [3] also havedeep
similarities with thetempering approach.
The main idea of
tempenng (see
also[4-10])
is to let thetemperature
become adynamical variable,
and to let it vary in the course of thedynamics. Tempering
is in some sense asophisticated
kind ofannealing,
where thesystem
isalways
at thermalequilibrium. Already
in its firstproposai
andimplementation
of reference[Ii
thetempering
method turned out to be very effective whenemployed
tostudy
the low Tphase
of the 3D Random FieldIsing
Model.There are some
important advantages
in thetempering approach (and
in this note we willtry
to establish a newpositive evidence).
The first one ismaybe
thattempering
is very sim-ple,
and that thespin configurations
onegenerates by
thetempering dynamics
are distributedaccording
to the Boltzmann distribution. There is no need for anyweighting
orreanalysis (im- proved
estimation schemes canobviously
beemployed).
We also want to stress thattempering
parallehzation
is trivial. Thealgorithm
islocal,
but for the use of a rareglobal communication,
in the form of an add-reduce function.©
Les Editions dePhysique
19951248 JOURNAL DE
PHYSIQUE
I N°10Apart
from the technicaladvantages
we havejust
recalled there areimportant physical
reasons for which methods like
tempering
arebecoming important.
Indeed animproved
MonteCarlo
approach
seemscrucial,
forexample,
for an effective numericalstudy
of finite dimensionalspin glasses [4,7-9, iii.
Theproblem
of the behavior of three dimensionalsystem
is stillquite
open, and
improved
numerical methods look here crucial. The main issue is the transition among different local minima of the freeenergies.
In the course of thedynamics
thesystem gets trapped
in localminima,
and thewarming
up allowedby
thetempering
favors theexploration
of different local minima.
Here we
study
thenormal,
nondisordered,
3DIsing
model. Here in the coldphase
thereare two states, and we will look at the transition rate among these two states as
prototype
for ageneral
transition among local minima.Ising
mortel isinteresting
since it is thesimplest possible mortel,
and since in this case it is very clear whatgoing
from agiven
state to anotherone means
(one
uses themagnetization
to monitor the state to statetransition).
We will showthat
tempering
allows one to reduce theexponential slowing
clown local methods like heat bathupdating
encounter to a power lawslowing
down.In Section 2 we define the
quantities
that we will discuss in thefollowing.
In Section 3 we discuss the autocorrelation time at the criticalpoint
T =T~.
We showthat,
as we would haveexpected,
in this casetempermg
cannotchange
the criticalexponent
z. In Section 4 we discuss two main issues. First we show thatby counting flip-flops
of a localdynamics
we canget
hints about the surface tension. Second we show that if we let thetempering
wander(in fl space) only
in the colaphase
theexponential slowing
down survives. In Section 5 we show that if we let thetempering
pass the border of T~ andchange
T among the twophases
theslowing
down becomes power law behaved. This is the main result of this note, and weshortly
describe its mainimplications
is Section 6.2» A Few Definitions
In the
following
we willgive
a few definitions concerningtypical
time scales of the randomdynamics underlying
our evaluation of theIsing
modelpartition
function. Sodoing
we will bemainly following
Alan Sokal is verycomprehensive
book-like lecture notes[12].
Let us start
by stressing
that correlation times can be defined for the different observables(A,
let ussay)
of thetheory,
andgenencally they
will not need to beequal.
We define thee~ponential
correlation timeby
thelarge
timedecay
of the connected correlation functionpAit)
e(A(0)A(t)jc
cfCexpj- (~ j
,
(1)
TA ~
for t - cc, where
Ait)
is the value that the observablequantity
A takes at the time t, andwe take the connected
part (indicated by
thesubscript c) by subtracting(~) (A)~.
As we haveexplained
we areexphcitly remarking
the Adependence
of this timescale,
andby
the suflix(exp)
the fact that it has been defined from theexponential decay
of the correlation function.This
asymptotic
behavior of the correlation function iscorrected,
at finitetime, by sub-leading
contributions. We can
have,
forexample, logarithmic
corrections in theexponent,
and a sum of a series of timedependent
contributions to the correlation function.Integrating p(t)
over all times t we can define theintegrated
correlation time(~ We are assummg we have reached thermal
equihbrium,
andour time serres is invanant under time
translations.
N°la TEMPERING DYNAMICS IN THE 3D ISING MODEL 1249
oe
~~~~~
2P1°) ~Î~~~~~
' ~~~where we have assumed a discrete time
dynamics (the
extension to a continuum timedynamics
is
straightforward),
and the factor 2 makes theintegrated
timeequal
to theexponential
timein the case of a pure
exponential decay (at
ailtimes)
of the correlation function.The
integrated
correlation time has aspecial relevance,
since it isstrictly
connected to the statistical error which affects the numerical data.Indeed, again following [12],
one can relatedirectly T~~°
to the true statistical error over A. Let us define a(~~~~ as the naive fluctuations of A. For adynamics
of Tsteps (starting
afterthermalization,
1-e-already
at thermalequilibrium)
if
(A)
is theexpectation
value of A we define~~~~~
z~(At (A))~
~A ~
T(T i)
'(3)
that would be the true error over A if the
configurations
collectedduring
thedynamics
wereuncorrelated. On the
contrary
we calla(U~
the true statistical error over A.a(U~
can be estimated forexample by binning
the measuredquantities At
in binslarge enough
to make thea estimated
independent
from the bin size. One finds that~(ml)
~ ~Aj~)
A
r~~~e
~A
One can
roughly
estimatethat,
as far as the value of the observable A isconcerned,
the number ofindependent configurations produced by
thealgorithm
is(
~~ m~j.
A
At a critical
point,
where a correlationlength (
isdiverging
when T -T~,
the correlation times dotypically diverge.
Onegets
that theintegrated
correlation timeT~~~~ ~ Î~~~~~
là)
The usual
argument
tells that a localdynamics
has z >2,
smce thesystem
isundergoing
a random walk inconfiguration
space.Transmitting
information from site ~ to site y at distance à with a pure random walk takes a time of orderô~.
Sincewe need to carry information at a distance of order
(,
2 turns out to be a lower bound for z(additional slowing
downphenomena
can make z
larger).
In order to
study
thetunneling
relaxationaldynamics
we define atunneling
time TTby counting
the number of steps needed to thesystem
to go from the(let
ussay) plus ground
state to the minus
ground
state and back. On a limite lattice this definition can beplagued
from
ambiguities,
since it is notcompletely
clear when the system hascompleted
a transition.That defines a
fl
window in which for agiven
lattice sizethings
gosmoothly.
We are in the brokenphase. fl
cannot be too close to fl~ since in this case the transitionsignature
becomesmurky.
Butfl
cannot be toohigh
or we neverget
transitions(which
we calljfip-jfop),
at leastwhen
using
the normal local Monte Carlodynamics.
In this paper we have tried to work withfl
values whichsatisfy
this constramt. We dia not seem to haveproblems
indefining
in anon-ambiguous
way the transition from aground
state to the other one.So,
ouroperational
definition oftunnehng
time was the time taken from themagnetization
of thesystem
tochange
sign
twice(from plus
to minus andback).
Since we weresitting
at a value of T lowenough,
and the absolute value of thetypical
instantaneousmagnetization
waslarge enough,
this definition dia turn out to benon-ambiguous.
1250 JOURNAL DE
PHYSIQUE
I N°laWhen
using
thetempenng
all correlation times are definedby
firstselecting
theconfigura-
tions which were characterized
by
the relevantfl
value. That means that the realcomputer
time taken for agiven tempered
measurement isNp
timeslarger
than the one wequote
here.The
scaling
ofNp
hasalways
to be accounted for whenanalyzing
thescaling properties
of the correlation times. The factorNp
one loses whenusing tempering
can beregained by using
anyhistogramming algorithm,
the relevantpoint being
that information at agiven fl
value is also relevant at anearbying fl
value.3» The Autocorrelation Time ai
T=T~
In this Section we will discuss the behavior of the correlation time at T
=
T~.
We willcompare the usual local heat bath
dynamics (HB)
with theSwendsen-Wang (SW) algorithm (which severely
reduces criticalslowing down).
We willapply tempering
to bothapproaches (obtaining
HBT andSWT,
with aquite
obviousnotation).
We will shownumerically
that inboth cases
tempering
does notchange
the cnticalexponent
z.It is easy to
develop
an intuitiveargument(~) suggesting
thattempering
Carnot eliminate the criticaldivergence
of the correlation time which is proper of theunderlying algorithm (for example
Heat Bathdynamics).
It is clear indeed that if we want the criticalslowing
down to be defeated we have to letfl
variate in the range[flm(L), PM (L)]
such that the correlationlength
at the two extremes is fixed in tattice units. But in order to do that in the infinite volume limit we will need adivergent
number offin
values around fl~(since
theôfl
allowed tokeep
fixed acceptance of thefl change
will beasymptotically infinitesimal).
In
slightly
morequantitative
terms one can start from the fact that theoptimal ôfl (which guarantees,
let us say, anacceptance
factor of the order of50%)
is[1, 4,
9]~~~
~ i 1(H2) jHj2 "1 16)
1-e- is connected to the fluctuations of the internal energy of the system, and to the
specific
heat of the
system. Using
the fact that at the critical point thespecific
heat scales ascv
~L"IV ii)
we
get
that theoptimal
value ofôfl
scales asL~i(~+
Il(or using
thescaling
relation asL~l ),
and goes to zero in the infinite volume limit. Notice that at fl~
+ôfl
the correlationlength
scalesas L and
consequently
with a fixed number offl
values the zexponent
should notchange.
If wetry
tokeep
thesystem
at a fixed correlationlength
for somefl
the number offl
values neededdiverges.
Theargument
that we havedeveloped
before willapply
also in this case(fixed fl
limits and variable number of
fl values).
In order to check this scenario we have simulated the 3D
Ising
modelby
using the Heat Bathand the Swendsen
Wang algorithm.
To bath of them weeventually
added atempenng
part(and
as wealready
said we denote the two modifiedalgorithms by
HBT and SWTrespectively).
In all cases we have allowed 5
fl
values to thetempering procedure.
The centralfl
value hasbeen
kept
fixed to fl~ m0.22165,
and theôfl
has beenchanged
whenchanging
the lattice size.We have used
ôfl
= 0.005158 for L
=
16, ôfl
= 0.001642 for L
= 32 and
ôfl
= 0.000527 for L = 64. So
flm(L)
= fl~
26fl(L),
andflM(L)
= fl~ +
26fl(L).
Thisscaling
of theôfl
values with L is notoptimized
but issurely
reasonable. We do trotexpect
that a more carefulscaling
coula
change
the cntical behavior.(~)We
thankSergio
Caracciolo fora discussion of this point.
N°la TEMPERING DYNAMICS IN THE 3D ISING MODEL 1251
Table I. The number
of futt
lattice sweeps(in
unitof 10~ ),
and ouf best estimatesfor
the au- tocorrelation times. Ail ruas haue been started utequilibrium, alter
a numberof
thermalization sweeps.L TE TM2
16 4.7
32
with
Tempering
16 13.9 5.
Table II. Ouf results
for
the criticaldynamical ezponents for
SW and SWT. We aisereport
the data obtainedby Woljf
with the SwendsenWang algorithm (SW(Woljf)).
Method i
zE zjmj zM2
SW(Wolff) 0.50(3) 0.50(3)
SW
0.54(2) 0.49(2) 0.51(2)
SW & T
0.46(2) 0.43(2) 0.44(2)
To estimate the autocorrelation times and its error bars we have used a self-consistent trun- cation window
algorithm
with width 6 Tjni,A as described in the references[12,13].
Wegive
the number of full lattice sweeps and our estimates for theintegrated
correlation time for SW and SWT in Table I. We have estimated theintegrated
correlation time for different observablequantities (the
energy, the absolute value of themagnetization
and themagnetization squared).
We have
analyzed
the data of Table Iusing
the form(5).
Dur best estimates for the z valuesare
given
in Table II. Forcompleteness
we add the Wolff results obtained for the 3DIsing
model with the
Swendsen-Wang algorithm [14,15].
Dur results for SW are
compatible
with the Wolff resultsjour
statisticalsample
is 4 timeslarger
than the formerone).
The values we obtain for SWT are smaller than the SW ones, butby
a very small amount,already quite compatible
if weonly
consider the statistical error. Ifwe also consider the
large (unknown) systematic
error(we
areasking
anasymptotic,
correction free value from three not sohuge
latticesizes)
we cansafely
state that the two sets of resultsare
fully compatible.
The HB and HBT data are also
completely compatible
with what weexpected.
In the localdynamics
z m 2 in ail cases, and thetempering only changes
the non-universal constant factor.So, tempenng
does notchange
thedivergence
rate of the correlation times at trie criticalpoint.
This was to beexpected,
since thetempering
is notreally changing
the criticaldynamics
of the system, but isfavoring
thejumps
from one sector of the brokenphase
to another. Nextwe will
study
the correlation time in the brokenphase,
and will see that here trietempering
can be a crucial
help.
1252 JOURNAL DE
PHYSIQUE
I N°la4. Below
T~i
the Relaxation Time whenTempering
in theWrong
PhaseIn this Section we will obtain two results. One will be based on trie HB method. We will show that
by measuring directly
thetunneling
timeby
heat bath weget
an estimate of aquantity
that thanks to thecomputation
of reference[16]
is indeed connected to the surface tension(even
if triequantitative agreement
is trotperfect).
The second result will benegative (as expected),
and useful to prepare thepositive
result of thefollowing
section. We will show thatwhen
running
thetempering
on a set offl
values which remain in the colaphase
and do notenter the warm
phase (1.e. flm
>fl~)
thetempered
Heat Bathalgorithm undergoes
the usualexponential slowing
down(with
a coefficient very close to thatone would
expect
toget
at thehighest
values of T induded in the values selected for thetempenng scheme).
In the low
temperature phase
theequilibrium
distribution between coexistentphases
isr~
exp(-cL~~~),
since the coexistentphases
areseparated by
free energy barriers of orderL~~~ (surface
freeenergy).
In this case the conventional localalgorithms je-g-
Heat-Bath orMetropolis) undergo
anextremely
severeslowing clown(~).
The autocorrelationtime, tunneling
or
ergodic
time in this context, behaves asT r-
eXp(cL~~~) (8)
So while at T~ trie
system undergoes
a critical"power" slowing clown,
for T < T~ an"expo-
nential"slowing
downexists,
inducedby
the slow motion from one pure state to the other.The
previous
formula(8),
for the D.dimensionalIsing mortel,
cari be deducedthrough
thecalculus of the mass gap, e, trie inverse of the
tunneling
timeusing
semiclassical methods andconsidering only
the contribution of one mstanton[16].
Unegets
in this way an estimate for the constant c of(8).
The results is:T r-
eXp(2a(T)L~~~ (9)
One cari
identify a(T)
with the surface free energy. The two m theargument
of theexponential
comes from the use of
periodic boundary
conditions in the semiclassical calculus(when using
periodic boundary
conditions one has to create two interfaces).
This formula(9)
is also relevant whendiscussing
theIsing
mortel m acylindrical geometry iii].
Dur results obtained
by using
the Heat Bathdynamics
show that indeed the result(9)
caribe substantiated
numerically.
Forexample
atfl
= 0.223 and lattice sizes L
=
10,16,
20 and 24we fit our results for T~~~l
by
ÎOgT # ai + 0E2L~
, ~~~~
and we find a X~
Id.o.f.
close to one, and ai = 4.52 +0.04,
a2 " 2a= 0.0041+ 0.0002. A very
good fit,
and a value of the surface energy very close to the best known value of 0.0025 from the simulations of reference[18,19].
We alsotry
a power lawslowing
downfit,
forÎOgT # ai + £l2 ÎOgL
, ~~
and we
get
an unreasonableX~/d.o.f
= 8.Things
do not work so well for lower values of T.We are still
seeing
the correctexponential slowing clown,
but the number we estimate for the surface tension does trot coincide with the number estimated in the literature. We believe the(~)
In this context we will not discuss about dusteralgorithms,
smcethey
use the apriori knowledge
of the 22 symmetry
relating
the two broken states to allowa
(trivial) flip
from the plus to the minusstate. in the context of the disordered systems, where there exist many
equihbrium
states non relatedby symmetry
operations,
this feature is notinteresting.
N°la TEMPERING DYNAMICS IN THE 3D ISING MODEL 1253
main reason for this mismatch is the poor estimation of trie
tunneling
time due to the littlenumber of
flip-flops
between the two minima andconsequently
thelarge
error in the inverse of this number offlip-flops,
1-e- thetunneling
time. Also we should notice that we are on asymmetric
cubiclattice,
while anelongated
lattice would be needed for a fair and accurate estimate.We have run trie
tempering
scheme in lattice sizes L=
10, 16, 20,
22 and 24by allowing
values offl
which do non lead thesystem
in the warmphase.
Thesystem
is confined in the coldphase,
and we do not
expect
to make thetunneling
from onephase
to the other easier. This is indeed whathappens.
We simulate thetempering algorithm
with fivetemperatures
withflm~x
= 0.225 fixed andflm;n depends
on the latticesize,
for instanceflm;n(L
=24)
=0.223,
and weonly analyze
the datacorresponding
to the lowertemperature (fl
=
0.225)
the best fit isby
far theone to an
exponential slowing
clown(10),
withparameters
ai"
3.44(5),
a2"
0.0097(2)
withx~ Id.o.f.
= 0.67. In the next section we will discuss how does the effective
implementation
of thetempering
methodperform.
5.
Tempering
among Cold and Hot PhaseAs a last step we have clone what had to be done. We have set up a
tempered
simulation where thesystem
is allowed toflip
in and out the coldphase.
The same way ofreasoning
wehave used before to show that
tempering
cannot eliminate the power law criticalslowing
clown at T~ tells us now that on thecontrary
we cariexpect tempering
to transform theexponential flip-flop slowing
down in a power law behavior. Indeed here the number offl steps
needed tocorrect warm and cold
phase only
increases with a power law(this
is a somehow unavoidablefeature of a method which
improves
thesampling scheme).
Thepoint
is that after we haveflipped
to the hotphase
we loose memory of the state we arecoming from,
and whengoing
back to the colaphase
we will fall m a random state.So,
since the way in which the allowedfl
windows around fl~ shrink is dictatedby
a power law we expect toonly
find a residual power lawslowing
clown.The results for the pure heat bath
algorithm
are those we have discussed in theprevious
section. Weget
there anexponential slowing
downbasically governed by
the surface tension.In the
tempered
heat bath scheme we simulate lattices L=
10,16,
20 and 24 and we have allowed fivetemperatures
withflm~x
= 0.223 fixed andflm;n, again, depending
on the latticesize,
e-g-flm;n(L
=24)
= 0.2212. We first select thepoints
at thehigher fl
value(in
order to be able to compare to the heat bathresults). Again
wetry
the lits to the functional forms(10),
and
(11).
In this case the fit to anexponential slowing
clown is trot agood
fit. Thex~ Id.o.f.
is close to
15,
more than 50 timeslarger
than trie best fit to a powerdependence.
Trie powerwe find in our best fit
(a2)
is 1.76+.06,
1e.TCfL~'~~ (12)
The values on which the fit is based are
T(L)
=
58, 129, 204,
274respectively
for L=
10, 16,
20,
24. The error we havequoted
before ispurely
statistical. Thesystematic
error on thisnumber is far
larger (we
haveonly
4 not solarge
Lvalues).
We consider our evidence to be substantial forestablishing
a power lawbehavior,
but not fordetermining
the criticalexponent
with agood precision.
Let us make clearer that in the
large
volume limit the number offl
values needed to tunnel from the low T to thehigh
Tphase
will increase, butonly
as a power law. So we will trotget
back anexponential slowmg down,
butonly
a power law like one. On the other side the exact1254 JOURNAL DE
PHYSIQUE
I N°10pattern
of therescaling
of such limits andôfl
values will notchange
the conclusions of this section.6» Conclusions
Dur numerical
experiments
have shown that thetempering
method does transform an expo- nentialslowing
clown into a power law effect. Even if we have discussed thetunneling
in the colaphase
of the 3DIsing mortel,
where these states are relatedby
a22
symmetry, our con-clusions do not
depend
on such asymmetry.
The fact thattempering
worksremarkably
well forspeeding
up 3Dspin glass
simulations in the colaphase ii,
8] is connected to the behaviorwe have discussed here.
Acknowledgments
We thank
Sergio
Caracciolo for aninteresting discussion,
and forcommunicating
to us theunpublished
results of[20].
We alsoacknowledge
relevant communications with Ferdinando Gliozzi andMargarita
Garcia. JJRL issupported by
a MECgrant (Spain).
LAF and JJRLacknowledge CICyT (AEN93-776)
forpartial
financialsupport.
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(1992)
451.[2] Torrie G. M. and Valleau J. P.,
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187.[3]
Berg
B. and NeuhausT., Phys.
Lent. B 267(1991)
249;Phys.
Reu. Lent. 68(1992)
9.[4] Kerler W. and
Rehberg P., Simulated-Tempering Approach
toSpin-Glass Simulations,
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[Si Kerler W. and Weber A.,
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E.,
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