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中文题名:

 Ising模型基础及其数值模拟分析研究    

姓名:

 黄奕晨    

保密级别:

 公开    

论文语种:

 chi    

学科代码:

 025200    

学科专业:

 应用统计    

学生类型:

 硕士    

学位:

 应用统计硕士    

学位类型:

 专业学位    

学位年度:

 2024    

校区:

 北京校区培养    

学院:

 统计学院    

研究方向:

 经济与金融统计    

第一导师姓名:

 段小刚    

第一导师单位:

 统计学院    

提交日期:

 2024-06-15    

答辩日期:

 2024-05-14    

外文题名:

 Research on the Foundation of Ising Model and Its Numerical Simulation Analysis    

中文关键词:

 Ising模型 ; 马尔科夫链 ; 马尔科夫链蒙特卡洛 ; Metropolis算法 ; Gibss 抽样算法 ; Wolff算法    

外文关键词:

 Ising Model ; Markov Chain ; Markov Chain Monte Carlo ; Metropolis Algorithm ; Gibss Sampler Algorithm ; Wolff Algorithm    

中文摘要:

Ising模型是一种从物理学中衍生出的复杂系统演化模型,近年来在社会科学、生态学等领域的应用逐渐增多。该模型通过考虑系统中个体间的相互作用,能够较好地描述系统的演化规律。依据马尔科夫链理论而发展出的马尔科夫链蒙特卡洛方法(Markov Chain Monte Carlo)可以有效地模拟Ising模型。

本文以Ising模型的MCMC算法为线索和主要内容,将上述马尔科夫链理论、MCMC算法、统计物理、Ising模型等内容有机结合。

作为理论基础,本文首先阐述了马尔科夫链理论和MCMC相关理论。包括马尔科夫链的转移概率、极限分布和平稳分布的概念和关系、状态的常返性、暂时性、周期性,特别介绍了遍历链的性质及其与MCMC算法的密切关系,尤其是遍历连的极限分布性质和遍历链的强大数定律。以此作为基石,介绍了MCMC算法的基本思想和主要步骤,并介绍了其中最具普适性和代表性的一类算法——Metropolis算法,还介绍了特别适用于高维分布情形的Gibss抽样算法。

接着,本文介绍了Ising模型相关内容。第一节简要阐述了Ising模型的物理背景,包括统计物理学的基本思想、正则系统以及Boltzmann分布、系统的热力学量,并介绍了相变现象,以此作为Ising模型的引入。第二节介绍了Ising模型的具体内容,重点是其能量表达式,及相应的Boltzmann分布。第三节介绍了关于Ising模型严格解的内容。第四节介绍了Ising模型的一种常见的近似解——平均场近似。第五节讲述了Ising模型在各学科领域的广泛应用。

最后,本文给出了使用三种MCMC算法对Ising模型进行数值模拟的结果,分别为Metropolis算法、Gibss抽样算法和Wolff算法,特别地,详细阐述了Wolff算法的具体步骤和参数确立的过程,得到了与理论相符的结果。
 

外文摘要:

The Ising model is a complex system evolution model derived from physics, and its applications in social sciences, ecology, and other fields have gradually increased in recent years. This model can better describe the evolutionary laws of the system by considering the interactions between individuals in the system. The Markov Chain Monte Carlo method developed based on Markov chain theory can effectively simulate the Ising model.

This article takes the MCMC algorithm of the Ising model as the clue and main content, and organically combines the Markov chain theory, MCMC algorithm, statistical physics, Ising model and other contents mentioned above.

As a theoretical basis, this article first elaborates on Markov chain theory and MCMC related theories. This includes the concepts and relationships of transition probability, limit distribution, and stationary distribution of Markov chains, as well as the recurrence, transience, and periodicity of states. It particularly introduces the properties of traversal chains and their close relationship with MCMC algorithms, especially the limit distribution properties of traversal chains and the strong law of large numbers of traversal chains. Based on this, the basic idea and main steps of the MCMC algorithm were introduced, and the most universal and representative type of algorithm, Metropolis algorithm, was introduced. The Gibss sampler algorithm, which is particularly suitable for high-dimensional distribution situations, was also introduced.

Next, this article introduces the relevant content of the Ising model. The first section briefly explains the physical background of the Ising model, including the basic ideas of statistical physics, canonical systems and Boltzmann distributions, thermodynamic quantities of the system, and introduces phase transition phenomena as an introduction to the Ising model. The second section introduces the specific content of the Ising model, with a focus on its energy expression and corresponding Boltzmann distribution. The third section introduces the content of strict solutions to the Ising model. The fourth section introduces a common approximate solution of the Ising model - the mean field approximation. The fifth section discusses the widespread application of the Ising model in various disciplinary fields.

Finally, this article presents the numerical simulation results of Ising model using three MCMC algorithms, namely Metropolis algorithm, Gibss sampler algorithm, and Wolff algorithm. Specifically, the specific steps and parameter establishment process of Wolff algorithm are elaborated in detail, and the results are consistent with the theory.
 

参考文献总数:

 21    

馆藏号:

 硕025200/24046    

开放日期:

 2025-06-16    

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