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This chapter discusses the notions of state of matter and phase of matter. It looks at two categories of ‘anomalous behaviours’ in thermodynamics: pressure plateaus in the isotherms of real gases, and the appearance of a magnetic state in ferromagnet. The former situation lends itself to a thermodynamic analysis with the van der Waals equation of state. A full analysis is proposed and the interpretation of the pressure plateau as stemming from the coexistence between two different phases at different densities is identified. Various laws, such as the latent heat law and Clapeyron’s law, are derived as well from thermodynamic theory. In the case of magnetism, there is no equation of state that would play a role analogous to the van der Waals equation of state. Statistical mechanics is required to understand the physics at play in the system. This is done by looking at the paradigmatic Ising model. The mean-field approach to this model is proposed and the existence of a ferromagnetic phase, breaking the underlying symmetry of the system, is observed.
In this chapter we continue to present the theory of Markov chains, specializing in reversible chains, for which the very important relation of detailed balance is shown to hold. This is a basic concept also in continuous processes, and the foundation of the property termed “equilibrium” in thermodynamics and statistical mechanics. The major application we present is the Monte Carlo method for estimating thermodynamic averages, which maps the average on a statistical ensemble into the dynamics through states of a reversible Markov chain. We introduce the Metropolis algorithm and we apply it to the Ising model for ferromagnetism.
This chapter covers applications of quantum computing in the area of condensed matter physics. We discuss algorithms for simulating the Fermi-Hubbard model, which is used to study high-temperature superconductivity and other physical phenomena. We also discuss algorithms for simulating spin models such as the Ising model and Heisenberg model. Finally, we cover algorithms for simulating the Sachdev-Ye-Kitaev (SYK) model of strongly interacting fermions, which is used to model quantum chaos and has connections to black holes.
The Ising model has become a popular psychometric model for analyzing item response data. The statistical inference of the Ising model is typically carried out via a pseudo-likelihood, as the standard likelihood approach suffers from a high computational cost when there are many variables (i.e., items). Unfortunately, the presence of missing values can hinder the use of pseudo-likelihood, and a listwise deletion approach for missing data treatment may introduce a substantial bias into the estimation and sometimes yield misleading interpretations. This paper proposes a conditional Bayesian framework for Ising network analysis with missing data, which integrates a pseudo-likelihood approach with iterative data imputation. An asymptotic theory is established for the method. Furthermore, a computationally efficient Pólya–Gamma data augmentation procedure is proposed to streamline the sampling of model parameters. The method’s performance is shown through simulations and a real-world application to data on major depressive and generalized anxiety disorders from the National Epidemiological Survey on Alcohol and Related Conditions (NESARC).
The Ising model is one of the most widely analyzed graphical models in network psychometrics. However, popular approaches to parameter estimation and structure selection for the Ising model cannot naturally express uncertainty about the estimated parameters or selected structures. To address this issue, this paper offers an objective Bayesian approach to parameter estimation and structure selection for the Ising model. Our methods build on a continuous spike-and-slab approach. We show that our methods consistently select the correct structure and provide a new objective method to set the spike-and-slab hyperparameters. To circumvent the exploration of the complete structure space, which is too large in practical situations, we propose a novel approach that first screens for promising edges and then only explore the space instantiated by these edges. We apply our proposed methods to estimate the network of depression and alcohol use disorder symptoms from symptom scores of over 26,000 subjects.
Item response theory (IRT) plays an important role in psychological and educational measurement. Unlike the classical testing theory, IRT models aggregate the item level information, yielding more accurate measurements. Most IRT models assume local independence, an assumption not likely to be satisfied in practice, especially when the number of items is large. Results in the literature and simulation studies in this paper reveal that misspecifying the local independence assumption may result in inaccurate measurements and differential item functioning. To provide more robust measurements, we propose an integrated approach by adding a graphical component to a multidimensional IRT model that can offset the effect of unknown local dependence. The new model contains a confirmatory latent variable component, which measures the targeted latent traits, and a graphical component, which captures the local dependence. An efficient proximal algorithm is proposed for the parameter estimation and structure learning of the local dependence. This approach can substantially improve the measurement, given no prior information on the local dependence structure. The model can be applied to measure both a unidimensional latent trait and multidimensional latent traits.
In this chapter, we describe a few discrete probability models to which we will come back repeatedly throughout the book. While there exists a vast array of well-studied random combinatorial structures (permutations, partitions, urn models, Boolean functions, polytopes, etc.), our focus is primarily on a limited number of graph-based processes, namely percolation, random graphs, Ising models, and random walks on networks. We will not attempt to derive the theory of these models exhaustively here. Instead we will employ them to illustrate some essential techniques from discrete probability. Note that the toolkit developed in this book is meant to apply to other probabilistic models of interest as well, and in fact many more will be encountered along the way. After a brief review of graph basics and Markov chains theory, we formally introduce our main models. We also formulate various key questions about these models that will be answered (at least partially) later on. We assume that the reader is familiar with the measure-theoretic foundations of probability. A refresher of all required concepts and results is provided in the appendix.
Exact solutions for infinite Ising systems are rare, specific in terms of the interactions allowed, and limited to one and two dimensions. To study a wider range of models we must resort to various approximation techniques. One of the simplest and most comprehensive of these is the mean-field approximation, the subject of this chapter. Some versions of this approximation rely on a self-consistent requirement, and in this respect the mean-field method for the Ising model is similar to a number of other self-consistent approximation methods in physics, including the Hartree–Fock approximation for atomic and molecular orbitals, the BCS theory of superconductivity, and the relaxation method for determining electric potentials. We will also introduce a somewhat different mean-field approach, the Landau–Ginzburg approximation, which is based on a series expansion of the free energy. One of the drawbacks of all of the mean-field theories, however, is that they predict the same mean-field critical exponents, which, unfortunately, are at odds with the results of exact solutions and experiments.
A useful way to solve a complex problem – whether in physics, mathematics, or life in general – is to break it down into smaller pieces that can be handled more easily. This is especially true of the Ising model. In this chapter, we investigate various partial-summation techniques in which a subset of Ising spins is summed over to produce new, effective couplings among the remaining spins. These methods are useful in their own right and are even more important when used as a part of position-space renormalization-group techniques.
In the chapters so far, we have studied a number of exact methods of calculation for Ising models. These studies culminated in the exact solution for an infinite one-dimensional Ising model, as well as the corresponding solution on a 2 × ∞ lattice. Neither of these systems shows a phase transition, however. In this chapter, we start with Onsager’s exact solution for the two-dimensional lattice, which quite famously does have a phase transition. Next, we explore exact series expansions from low and high temperature, and show how these results can be combined, via the concept of duality, to give the exact location of the phase transition in two dimensions.
In Chapter 3 we explored transformations where a finite group of Ising spins is summed to produce effective interactions among the remaining spins. In all of these cases a finite sum of Boltzmann factors is sufficient to solve the problem. We turn now to infinite systems, where a straightforward, brute-force summation is not possible. Instead, we develop a number of new techniques that allow us to evaluate an infinite summation in full detail.
Kenneth Wilson introduced the renormalization-group (RG) approach in 1971. This approach gave new life to the study of the Ising model. The implications of this breakthrough were immediately recognized by researchers in the field, and Wilson and the RG technique were awarded the Nobel Prize in Physics soon thereafter. One of the distinguishing features of RG methods is that they explicitly include the effects of fluctuations. In addition, the RG approach gives a natural understanding of the universality that is seen in critical phenomena in general, and in critical exponents in particular. In many respects, the RG approach gives a deeper understanding not only of the Ising model itself, but of all aspects of critical phenomena. The original version of the renormalization-group method was implemented in momentum space – which is a bit like studying a system with Fourier transforms. It is beyond the scope of this presentation. Following that, various investigators extended the approach to position space, which is more intuitive in many ways and is certainly much easier to visualize. We present the basics of position-space renormalization group methods in this chapter. We will also explain the origin of the terms “renormalization” and “group” in the RG part of the name.
In this chapter, we explore Ising systems that consist of just one or a few spins. We define a Hamiltonian for each system and then carry out straightforward summations over all the spin states to obtain the partition function. No phase transitions occur in these systems – in fact, an infinite system is needed to produce the singularities that characterize phase transitions. Even so, our study of finite systems yields a number of results and insights that are important to the study of infinite systems.
Few models in theoretical physics have been studied for as long, or in as much detail, as the Ising model. It’s the simplest model to display a nontrivial phase transition, and as such it plays a unique role in theoretical physics. In addition, the Ising model can be applied to a wide range of physical systems, from magnets and binary liquid mixtures, to adsorbed monolayers and superfluids, to name just a few. In this chapter, we present some of the background material that sets the stage for a detailed study of the Ising model in the chapters to come.
The Ising model provides a detailed mathematical description of ferromagnetism and is widely used in statistical physics and condensed matter physics. In this Student's Guide, the author demystifies the mathematical framework of the Ising model and provides students with a clear understanding of both its physical significance, and how to apply it successfully in their calculations. Key topics related to the Ising model are covered, including exact solutions of both finite and infinite systems, series expansions about high and low temperatures, mean-field approximation methods, and renormalization-group calculations. The book also incorporates plots, figures, and tables to highlight the significance of the results. Designed as a supplementary resource for undergraduate and graduate students, each chapter includes a selection of exercises intended to reinforce and extend important concepts, and solutions are also available for all exercises.
Chapter 6 explains the CUDA random number generators provided by the cuRAND library. The CUDA XORWOW generator was found to be the fastest generator in the cuRAND library. The classic calculation of pi by generating random numbers inside a square is used as a test case for the various possibilities on both host CPU and the GPU. A kernel using separate generators for each thread is able to generate about1012 random numbers per second and is about 20 000 times faster than the simplest host CPU version running on a single core. The inverse transform method for generating random numbers from any distribution is explained. A 3D Ising model calculation is presented as a more interesting application of random numbers.The Ising example has a simple interactive GUI based on OpenCV.
Conditional mean risk sharing appears to be effective to distribute total losses amongst participants within an insurance pool. This paper develops analytical results for this allocation rule in the individual risk model with dependence induced by the respective position within a graph. Precisely, losses are modelled by zero-augmented random variables whose joint occurrence distribution and individual claim amount distributions are based on network structures and can be characterised by graphical models. The Ising model is adopted for occurrences and loss amounts obey decomposable graphical models that are specific to each participant. Two graphical structures are thus used: the first one to describe the contagion amongst member units within the insurance pool and the second one to model the spread of losses inside each participating unit. The proposed individual risk model is typically useful for modelling operational risks, catastrophic risks or cybersecurity risks.
We investigate the location of zeros for the partition function of the anti-ferromagnetic Ising model, focusing on the zeros lying on the unit circle. We give a precise characterization for the class of rooted Cayley trees, showing that the zeros are nowhere dense on the most interesting circular arcs. In contrast, we prove that when considering all graphs with a given degree bound, the zeros are dense in a circular sub-arc, implying that Cayley trees are in this sense not extremal. The proofs rely on describing the rational dynamical systems arising when considering ratios of partition functions on recursively defined trees.
This clear and pedagogical text delivers a concise overview of classical and quantum statistical physics. Essential Statistical Physics shows students how to relate the macroscopic properties of physical systems to their microscopic degrees of freedom, preparing them for graduate courses in areas such as biophysics, condensed matter physics, atomic physics and statistical mechanics. Topics covered include the microcanonical, canonical, and grand canonical ensembles, Liouville's Theorem, Kinetic Theory, non-interacting Fermi and Bose systems and phase transitions, and the Ising model. Detailed steps are given in mathematical derivations, allowing students to quickly develop a deep understanding of statistical techniques. End-of-chapter problems reinforce key concepts and introduce more advanced applications, and appendices provide a detailed review of thermodynamics and related mathematical results. This succinct book offers a fresh and intuitive approach to one of the most challenging topics in the core physics curriculum and provides students with a solid foundation for tackling advanced topics in statistical mechanics.
Many different phases of matter can be characterized by the symmetries that they break.The Ising model for interacting spins illustrates this idea.In the absence of a magnetic field, there is a critical temperature, below which there is ferromagnetic ordering, and above which there is not.The magnetization is the order parameter for this transition: it is non-zero only when there is ferromagnetic ordering.The ferromagnetic phase transition in the Ising model is explored using the approximate method of mean field theory.Exact solutions are known for the Ising model in one and two dimensions and are discussed, along with numerical solutions using Monte Carlo simulations.Finally, the ideas of broken symmetry and their relationship to phase transitions are placed in the general framework of Landau theory and compared to results from mean field theory.