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arXiv · 2106.09429

Large deviations for the Skew-Detailed-Balance Lifted-Markov processes to sample the equilibrium distribution of the Curie-Weiss model

Cecile Monthus
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Abstract

Among the Markov chains breaking detailed-balance that have been proposed in the field of Monte-Carlo sampling in order to accelerate the convergence towards the steady state with respect to the detailed-balance dynamics, the idea of 'Lifting' consists in duplicating the configuration space into two copies $σ=\pm$ and in imposing directed flows in each copy in order to explore the configuration space more efficiently. The skew-detailed-balance Lifted-Markov-chain introduced by K. S. Turitsyn, M. Chertkov and M. Vucelja [Physica D Nonlinear Phenomena 240 , 410 (2011)] is revisited for the Curie-Weiss mean-field ferromagnetic model, where the dynamics for the magnetization is closed. The large deviations at various levels for empirical time-averaged observables are analyzed and compared with their detailed-balance counterparts, both for the discrete extensive magnetization $M$ and for the continuous intensive magnetization $m=\frac{M}{N}$ for large system-size $N$.

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Cecile Monthus. 2021-10-14. Large deviations for the Skew-Detailed-Balance Lifted-Markov processes to sample the equilibrium distribution of the Curie-Weiss model. https://doi.org/10.1088/1742-5468%2Fac22f9

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