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Timothy M. Garoni

Publications and source records attributed to Timothy M. Garoni.

At least 19 recordsLinked to original sources

The clumsy coupon collector's problem

We consider a generalisation of the classical coupon collector's problem, in which at each time step a collector either receives a new copy of a randomly chosen coupon, or loses all their previously collected copies of that coupon. We consider the amount of time it takes this clumsy coupon collector to obtain the full set of $m$ coupons. We establish limit theorems as $m\to\infty$ for the clumsy coupon collection time, and describe the large $m$ asymptotics of its mean and variance. We identify three regimes, depending on how the probability of a clumsy update, $p$, scales with $m$. If $p=o(1/m)$, we obtain a Gumbel limit theorem, as is the case for the classical coupon collector. If $p=ω(1/m)$, we instead show weak convergence to an exponential random variable. In the critical case, $p=c/m$, we give a full characterisation of the limiting distribution in terms of a birth-death process.

math.PR

The rate of convergence of the critical mean-field O(N) magnetization via multivariate nonnormal Stein's method

We study the distribution of the magnetization of the critical mean-field O(N) model with N > 1. Specifically, we bound the Wasserstein distance between the finite-volume and limiting distributions, in terms of the number of spins. To achieve this, we extend a recent multivariate nonnormal approximation theorem. This generalizes known results for the Curie-Weiss magnetization to the multivariate O(N) setting.

math.PR

Critical speeding-up in dynamical percolation

We study the autocorrelation time of the size of the cluster at the origin in discrete-time dynamical percolation. We focus on binary trees and high-dimensional tori, and show in both cases that this autocorrelation time is linear in the volume in the subcritical regime, but strictly sublinear in the volume at criticality. This establishes rigorously that the cluster size at the origin in these models exhibits critical speeding-up. The proofs involve controlling relevant Fourier coefficients. In the case of binary trees, these Fourier coefficients are studied explicitly, while for high-dimensional tori we employ a randomised algorithm argument introduced by Schramm and Steif in the context of noise sensitivity.

math.PR

Two-point functions of random-length random walk on high-dimensional boxes

We study the two-point functions of a general class of random-length random walks on finite boxes in $\ZZ^d$ with $d\ge3$, and provide precise asymptotics for their behaviour. We show that the finite-box two-point function is asymptotic to the infinite-lattice two-point function when the typical walk length is $o(L^2)$, but develops a plateau when the typical walk length is $Ω(L^2)$. We also numerically study walk length moments and limiting distributions of the self-avoiding walk and Ising model on five-dimensional tori, and find that they agree asymptotically with the known results for self-avoiding walk on the complete graph, both at the critical point and also for a broad class of scaling windows/pseudocritical points. Furthermore, we show that the two-point function of the finite-box random-length random walk, with walk length chosen via the complete graph self-avoiding walk, agrees numerically with the two-point functions of the self-avoiding walk and Ising model on five-dimensional tori. We conjecture that these observations in five dimensions should also hold in all higher dimensions.

math-ph

Unwrapped two-point functions on high-dimensional tori

We study unwrapped two-point functions for the Ising model, the self-avoiding walk and a random-length loop-erased random walk on high-dimensional lattices with periodic boundary conditions. While the standard two-point functions of these models have been observed to display an anomalous plateau behaviour, the unwrapped two-point functions are shown to display standard mean-field behaviour. Moreover, we argue that the asymptotic behaviour of these unwrapped two-point functions on the torus can be understood in terms of the standard two-point function of a random-length random walk model on Zd. A precise description is derived for the asymptotic behaviour of the latter. Finally, we consider a natural notion of the Ising walk length, and show numerically that the Ising and SAW walk lengths on high-dimensional tori show the same universal behaviour known for the SAW walk length on the complete graph.

math-ph

Random-length Random Walks and Finite-size scaling in high dimensions

We address a long-standing debate regarding the finite-size scaling of the Ising model in high dimensions, by introducing a random-length random walk model, which we then study rigorously. We prove that this model exhibits the same universal FSS behaviour previously conjectured for the self-avoiding walk and Ising model on finite boxes in high-dimensional lattices. Our results show that the mean walk length of the random walk model controls the scaling behaviour of the corresponding Green's function. We numerically demonstrate the universality of our rigorous findings by extensive Monte Carlo simulations of the Ising model and self-avoiding walk on five-dimensional hypercubic lattices with free and periodic boundaries.

cond-mat.stat-mech

Behaviour of traffic on a link with traffic light boundaries

This paper considers a single link with traffic light boundary conditions at both ends, and investigates the traffic evolution over time with various signal and system configurations. A hydrodynamic model and a modified stochastic domain wall theory are proposed to describe the local density variation. The Nagel-Schreckenberg model (NaSch), an agent based stochastic model, is used as a benchmark. The hydrodynamic model provides good approximations over short time scales. The domain wall model is found to reproduce the time evolution of local densities, in good agreement with the NaSch simulations for both short and long time scales. A systematic investigation of the impact of network parameters, including system sizes, cycle lengths, phase splits and signal offsets, on traffic flows suggests that the stationary flow is dominated by the boundary with the smaller split. Nevertheless, the signal offset plays an important role in determining the flow. Analytical expressions of the flow in relation to those parameters are obtained for the deterministic domain wall model and match the deterministic NaSch simulations. The analytic results agree qualitatively with the general stochastic models. When the cycle is sufficiently short, the stationary state is governed by effective inflow and outflow rates, and the density profile is approximately linear and independent of time.

physics.soc-ph

Lifted Worm Algorithm for the Ising Model

We design an irreversible worm algorithm for the zero-field ferromagnetic Ising model by using the lifting technique. We study the dynamic critical behavior of an energy estimator on both the complete graph and toroidal grids, and compare our findings with reversible algorithms such as the Prokof'ev-Svistunov worm algorithm. Our results show that the lifted worm algorithm improves the dynamic exponent of the energy estimator on the complete graph, and leads to a significant constant improvement on toroidal grids.

cond-mat.stat-mech

On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model

We consider the coupling from the past implementation of the random-cluster heat-bath process, and study its random running time, or coupling time. We focus on hypercubic lattices embedded on tori, in dimensions one to three, with cluster fugacity at least one. We make a number of conjectures regarding the asymptotic behaviour of the coupling time, motivated by rigorous results in one dimension and Monte Carlo simulations in dimensions two and three. Amongst our findings, we observe that, for generic parameter values, the distribution of the appropriately standardized coupling time converges to a Gumbel distribution, and that the standard deviation of the coupling time is asymptotic to an explicit universal constant multiple of the relaxation time. Perhaps surprisingly, we observe these results to hold both off criticality, where the coupling time closely mimics the coupon collector's problem, and also at the critical point, provided the cluster fugacity is below the value at which the transition becomes discontinuous. Finally, we consider analogous questions for the single-spin Ising heat-bath process.

math-ph

Geometric explanation of anomalous finite-size scaling in high dimensions

We give an intuitive geometric explanation for the apparent breakdown of standard finite-size scaling in systems with periodic boundaries above the upper critical dimension. The Ising model and self-avoiding walk are simulated on five-dimensional hypercubic lattices with free and periodic boundary conditions, by using geometric representations and recently introduced Markov-chain Monte Carlo algorithms. We show that previously observed anomalous behaviour for correlation functions, measured on the standard Euclidean scale, can be removed by defining correlation functions on a scale which correctly accounts for windings.

cond-mat.stat-mech

The worm process for the Ising model is rapidly mixing

We prove rapid mixing of the worm process for the zero-field ferromagnetic Ising model, on all finite connected graphs, and at all temperatures. As a corollary, we obtain a fully-polynomial randomized approximation scheme for the Ising susceptibility, and for a certain restriction of the two-point correlation function

math.PR

Leaf-excluded percolation in two and three dimensions

We introduce the \emph{leaf-excluded} percolation model, which corresponds to independent bond percolation conditioned on the absence of leaves (vertices of degree one). We study the leaf-excluded model on the square and simple-cubic lattices via Monte Carlo simulation, using a worm-like algorithm. By studying wrapping probabilities, we precisely estimate the critical thresholds to be $0.355\,247\,5(8)$ (square) and $0.185\,022(3)$ (simple-cubic). Our estimates for the thermal and magnetic exponents are consistent with those for percolation, implying that the phase transition of the leaf-excluded model belongs to the standard percolation universality class.

cond-mat.stat-mech

The worm algorithm for the Ising model is rapidly mixing

We prove rapid mixing of the Prokofiev-Svistunov (or worm) algorithm for the zero-field ferromagnetic Ising model, on all finite graphs and at all temperatures. As a corollary, we show how to rigorously construct simple and efficient approximation schemes for the Ising susceptibility and two-point correlation function.

math-ph

Bond and Site Percolation in Three Dimensions

We simulate the bond and site percolation models on a simple-cubic lattice with linear sizes up to L=512, and estimate the percolation thresholds to be $p_c ({\rm bond})=0.248\,811\,82(10)$ and $p_c ({\rm site})=0.311\,607\,7(2)$. By performing extensive simulations at these estimated critical points, we then estimate the critical exponents $1/ν=1.141\,0(15)$, $β/ν=0.477\,05(15)$, the leading correction exponent $y_i =-1.2(2)$, and the shortest-path exponent $d_{\rm min}=1.375\,6(3)$. Various universal amplitudes are also obtained, including wrapping probabilities, ratios associated with the cluster-size distribution, and the excess cluster number. We observe that the leading finite-size corrections in certain wrapping probabilities are governed by an exponent $\approx -2$, rather than $y_i \approx -1.2$.

cond-mat.stat-mech

Geometric structure of percolation clusters

We investigate the geometric properties of percolation clusters, by studying square-lattice bond percolation on the torus. We show that the density of bridges and nonbridges both tend to 1/4 for large system sizes. Using Monte Carlo simulations, we study the probability that a given edge is not a bridge but has both its loop arcs in the same loop, and find that it is governed by the two-arm exponent. We then classify bridges into two types: branches and junctions. A bridge is a {\em branch} iff at least one of the two clusters produced by its deletion is a tree. Starting from a percolation configuration and deleting the branches results in a {\em leaf-free} configuration, while deleting all bridges produces a bridge-free configuration. Although branches account for $\approx 43%$ of all occupied bonds, we find that the fractal dimensions of the cluster size and hull length of leaf-free configurations are consistent with those for standard percolation configurations. By contrast, we find that the fractal dimensions of the cluster size and hull length of bridge-free configurations are respectively given by the backbone and external perimeter dimensions. We estimate the backbone fractal dimension to be $1.643\,36(10)$.

cond-mat.stat-mech

Traffic disruption and recovery in road networks

We study the impact of disruptions on road networks, and the recovery process after the disruption is removed from the system. Such disruptions could be caused by vehicle breakdown or illegal parking. We analyze the transient behavior using domain wall theory, and compare these predictions with simulations of a stochastic cellular automaton model. We find that the domain wall model can reproduce the time evolution of flow and density during the disruption and the recovery processes, for both one-dimensional systems and two-dimensional networks.

nlin.CG

High-precision Monte Carlo study of directed percolation in (d+1) dimensions

We present a Monte Carlo study of the bond and site directed (oriented) percolation models in $(d+1)$ dimensions on simple-cubic and body-centered-cubic lattices, with $2 \leq d \leq 7$. A dimensionless ratio is defined, and an analysis of its finite-size scaling produces improved estimates of percolation thresholds. We also report improved estimates for the standard critical exponents. In addition, we study the probability distributions of the number of wet sites and radius of gyration, for $1 \leq d \leq 7$.

cond-mat.stat-mech

A comparative study of Macroscopic Fundamental Diagrams of arterial road networks governed by adaptive traffic signal systems

Using a stochastic cellular automaton model for urban traffic flow, we study and compare Macroscopic Fundamental Diagrams (MFDs) of arterial road networks governed by different types of adaptive traffic signal systems, under various boundary conditions. In particular, we simulate realistic signal systems that include signal linking and adaptive cycle times, and compare their performance against a highly adaptive system of self-organizing traffic signals which is designed to uniformly distribute the network density. We find that for networks with time-independent boundary conditions, well-defined stationary MFDs are observed, whose shape depends on the particular signal system used, and also on the level of heterogeneity in the system. We find that the spatial heterogeneity of both density and flow provide important indicators of network performance. We also study networks with time-dependent boundary conditions, containing morning and afternoon peaks. In this case, intricate hysteresis loops are observed in the MFDs which are strongly correlated with the density heterogeneity. Our results show that the MFD of the self-organizing traffic signals lies above the MFD for the realistic systems, suggesting that by adaptively homogenizing the network density, overall better performance and higher capacity can be achieved.

nlin.CG