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ACM 216: Lecture Agenda: Markov Chain Monte Carlo

1D Ising model Swendsen Wang algorithm

One dimensional Ising model

State space is {1, 1}d Distribution at temperature T T (I) exp 1 T
d1

Ii Ii+1
i=1

Swendsen Wang algorithm

Auxiliary bond variables bij {0, 1} Joint distributions (I; b) =
ij:Ii =Ij

[I(bij = 0)+I(bij = 1)(e2/T 1)]

ij:Ii =Ij

[I(bij = 0)]

Algorithm: repeat the following step until convergence 1. Sample from (b|I): for a given spin conguration I, sample the bond variable by giving every edge with Ii = Ij the value 1 w.p. 1 e2/T and 0 w.p. e2/T , and 0 otherwise. 2. Sample from (I|b): form clusters by connecting neighboring sites with bond value 1. Assign to each cluster the value 1 w.p. 1/2 independently of the others.

Implementation
% Swendsen and Wang algorithm for the 1D Ising model % pi(I) propto exp(beta sum_{i} I_{i} I_{i+1} d = 50; T = .46; beta = 1/T; iter = 100; I = ones(1, d); % initial configuration % I = 2*(rand(1,d)>.5)-1; for i=1:iter % sample bonds given spin configuration b = zeros(1,d-1); for i = 1:d-1, if I(i) == I(i+1) b(i) = (rand(1) > exp(-2*beta)); end end

% sample spin configuration given bonds clusters = FindClusters(b); nclusters = length(clusters); for k = 1:nclusters -1, I(clusters(k):clusters(k+1)-1) = 2*(rand(1) > .5) - 1; end I(clusters(nclusters):d) = 2*(rand(1) > .5) - 1; end

%-------------------------------------------------------------function clusters = FindClusters(bonds) % Find the left point of all clusters id = 1:length(bonds); clusters = [1, id(bonds == 0)+1];

Magnetization after 100 steps

Initial state: all the spins are up Magnetization histogram M =
300

d i=1

Ii
Swendsen Wang algorithm, 100 iterations, all spins +1 initially, T = .4 180

Swendsen Wang algorithm, 100 iterations, all spins +1 initially, T = .1

160 250 140

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!45

!35

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!45

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T = .1

T = .46

Magnetization after 100 steps

Initial state: spins are i.i.d. 1 Magnetization histogram M =
300

d i=1

Ii
Swendsen Wang algorithm, 100 iterations, random spins initially, T = .4 160

Swendsen Wang algorithm, 100 iterations, random spins initially, T = .1

140 250 120 200 100

150

80

60 100 40 50 20

!45

!35

!25

!15

!5

15

25

35

45

!45

!35

!25

!15

!5

15

25

35

45

T = .1

T = .46