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<front>
<journal-meta>
<journal-id journal-id-type="publisher-id">Front. Phys.</journal-id>
<journal-title>Frontiers in Physics</journal-title>
<abbrev-journal-title abbrev-type="pubmed">Front. Phys.</abbrev-journal-title>
<issn pub-type="epub">2296-424X</issn>
<publisher>
<publisher-name>Frontiers Media S.A.</publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id pub-id-type="publisher-id">1507250</article-id>
<article-id pub-id-type="doi">10.3389/fphy.2024.1507250</article-id>
<article-categories>
<subj-group subj-group-type="heading">
<subject>Physics</subject>
<subj-group>
<subject>Original Research</subject>
</subj-group>
</subj-group>
</article-categories>
<title-group>
<article-title>Damage spreading and coupling in spin glasses and hard spheres</article-title>
<alt-title alt-title-type="left-running-head">Hukushima and Krauth</alt-title>
<alt-title alt-title-type="right-running-head">
<ext-link ext-link-type="uri" xlink:href="https://doi.org/10.3389/fphy.2024.1507250">10.3389/fphy.2024.1507250</ext-link>
</alt-title>
</title-group>
<contrib-group>
<contrib contrib-type="author" corresp="yes">
<name>
<surname>Hukushima</surname>
<given-names>Koji</given-names>
</name>
<xref ref-type="aff" rid="aff1">
<sup>1</sup>
</xref>
<xref ref-type="corresp" rid="c001">&#x2a;</xref>
<uri xlink:href="https://loop.frontiersin.org/people/2861224/overview"/>
<role content-type="https://credit.niso.org/contributor-roles/writing-original-draft/"/>
<role content-type="https://credit.niso.org/contributor-roles/Writing - review &#x26; editing/"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname>Krauth</surname>
<given-names>Werner</given-names>
</name>
<xref ref-type="aff" rid="aff2">
<sup>2</sup>
</xref>
<xref ref-type="aff" rid="aff3">
<sup>3</sup>
</xref>
<xref ref-type="aff" rid="aff4">
<sup>4</sup>
</xref>
<uri xlink:href="https://loop.frontiersin.org/people/1221254/overview"/>
<role content-type="https://credit.niso.org/contributor-roles/writing-original-draft/"/>
<role content-type="https://credit.niso.org/contributor-roles/Writing - review &#x26; editing/"/>
</contrib>
</contrib-group>
<aff id="aff1">
<sup>1</sup>
<institution>Graduate School of Arts and Sciences</institution>, <institution>The University of Tokyo</institution>, <addr-line>Tokyo</addr-line>, <country>Japan</country>
</aff>
<aff id="aff2">
<sup>2</sup>
<institution>Laboratoire de Physique de l&#x2019;Ecole normale sup&#xe9;rieure, ENS</institution>, <institution>Universit&#xe9; PSL</institution>, <institution>CNRS</institution>, <institution>Sorbonne Universit&#xe9;</institution>, <institution>Universit&#xe9; Paris Cit&#xe9;</institution>, <addr-line>Paris</addr-line>, <country>France</country>
</aff>
<aff id="aff3">
<sup>3</sup>
<institution>Rudolf Peierls Centre for Theoretical Physics</institution>, <institution>Clarendon Laboratory</institution>, <institution>University of Oxford</institution>, <addr-line>Oxford</addr-line>, <country>United Kingdom</country>
</aff>
<aff id="aff4">
<sup>4</sup>
<institution>Simons Center for Computational Physical Chemistry</institution>, <institution>New York University</institution>, <addr-line>New York</addr-line>, <addr-line>NY</addr-line>, <country>United States</country>
</aff>
<author-notes>
<fn fn-type="edited-by">
<p>
<bold>Edited by:</bold> <ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/438987/overview">Federico Ricci-Tersenghi</ext-link>, Sapienza University of Rome, Italy</p>
</fn>
<fn fn-type="edited-by">
<p>
<bold>Reviewed by:</bold> <ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/1322019/overview">Victor Martin-Mayor</ext-link>, Universidad Complutense de Madrid, Spain</p>
<p>
<ext-link ext-link-type="uri" xlink:href="https://loop.frontiersin.org/people/2868494/overview">Alexander Hartmann</ext-link>, University of Oldenburg, Germany</p>
</fn>
<corresp id="c001">&#x2a;Correspondence: Koji Hukushima, <email>k-hukushima@g.ecc.u-tokyo.ac.jp</email>
</corresp>
</author-notes>
<pub-date pub-type="epub">
<day>13</day>
<month>02</month>
<year>2025</year>
</pub-date>
<pub-date pub-type="collection">
<year>2024</year>
</pub-date>
<volume>12</volume>
<elocation-id>1507250</elocation-id>
<history>
<date date-type="received">
<day>07</day>
<month>10</month>
<year>2024</year>
</date>
<date date-type="accepted">
<day>17</day>
<month>12</month>
<year>2024</year>
</date>
</history>
<permissions>
<copyright-statement>Copyright &#xa9; 2025 Hukushima and Krauth.</copyright-statement>
<copyright-year>2025</copyright-year>
<copyright-holder>Hukushima and Krauth</copyright-holder>
<license xlink:href="http://creativecommons.org/licenses/by/4.0/">
<p>This is an open-access article distributed under the terms of the Creative Commons Attribution License (CC BY). The use, distribution or reproduction in other forums is permitted, provided the original author(s) and the copyright owner(s) are credited and that the original publication in this journal is cited, in accordance with accepted academic practice. No use, distribution or reproduction is permitted which does not comply with these terms.</p>
</license>
</permissions>
<abstract>
<p>We study the connection between damage spreading, a phenomenon long discussed in the physics literature, and the coupling of Markov chains, a technique used to bound the mixing time. We discuss in parallel the Edwards&#x2013;Anderson spin-glass model and the hard-disk system, focusing on how coupling provides bounds on the extension of the paramagnetic and liquid phases. We also work out the connection between path coupling and damage spreading. Numerically, the scaling analysis of the mean coupling time determines a critical point between fast and slow couplings. The exact relationship between fast coupling and disordered phases has not been established rigorously, but we suggest that it will ultimately enhance our understanding of phase behavior in disordered systems.</p>
</abstract>
<kwd-group>
<kwd>spin glasses</kwd>
<kwd>hard-sphere model</kwd>
<kwd>Markov chains</kwd>
<kwd>coupling times</kwd>
<kwd>damage spreading</kwd>
<kwd>thermodynamic phase transitions</kwd>
<kwd>dynamic phase transitions</kwd>
</kwd-group>
<contract-num rid="cn001">23H01095</contract-num>
<contract-num rid="cn002">JPMFJPF2221</contract-num>
<contract-num rid="cn003">839534</contract-num>
<contract-sponsor id="cn001">Japan Society for the Promotion of Science<named-content content-type="fundref-id">10.13039/501100001691</named-content>
</contract-sponsor>
<contract-sponsor id="cn002">Japan Science and Technology Agency<named-content content-type="fundref-id">10.13039/501100002241</named-content>
</contract-sponsor>
<contract-sponsor id="cn003">Juliet Lea Hillman Simonds Foundation<named-content content-type="fundref-id">10.13039/100015936</named-content>
</contract-sponsor>
<custom-meta-wrap>
<custom-meta>
<meta-name>section-at-acceptance</meta-name>
<meta-value>Condensed Matter Physics</meta-value>
</custom-meta>
</custom-meta-wrap>
</article-meta>
</front>
<body>
<sec id="s1">
<title>1 Introduction</title>
<p>Monte Carlo simulations based on Markov chains [<xref ref-type="bibr" rid="B36">36</xref>, <xref ref-type="bibr" rid="B37">37</xref>] play an important role in the study of complex systems in physics and other sciences. In a given sample space, Markov chains perform random walks that, in their large-time steady state, visit configurations according to a prescribed stationary distribution (often the Boltzmann distribution). At early times, in contrast, after its start from a given initial configuration, each Markov chain samples different time-dependent distributions. The characterization of convergence (that is, of the mixing timescale [<xref ref-type="bibr" rid="B39">39</xref>] for approaching the stationary distribution) is of greatest importance as, by definition, convergence is required for sampling from the prescribed distribution and for estimating mean values of observables (pressure, specific heat, and internal energy) as running averages. Moreover, the mixing timescale by itself carries important information on the sampling problem. In a physics context, the sudden slowdown of mixing and relaxation times (without reference to any observable) often indicates a phase transition. Well-known examples are the slowdown of the Glauber dynamics at the paramagnetic&#x2013;ferromagnetic transition in the Ising model [<xref ref-type="bibr" rid="B22">22</xref>, <xref ref-type="bibr" rid="B41">41</xref>], as well as the glass transition, which is defined through the slowdown of relaxation processes (although it is not of thermodynamic origin). The spin-glass transition is believed to be signaled by a stark increase in the relaxation times at low temperatures [<xref ref-type="bibr" rid="B23">23</xref>]. In addition, in certain local Monte Carlo algorithms for particle systems, fast mixing (in a way that we will discuss later) is only possible in the liquid phase [<xref ref-type="bibr" rid="B32">32</xref>], so a statement about thermodynamic phases is obtained from an analysis of mixing times without invoking observables. However, establishing mixing and relaxation times can be an arduous task, both in practice and in theory.</p>
<p>As convergence sets in, samples and empirical mean values (running averages) become independent of initial configurations. Much stronger than mere independence, samples can actually become identical for two (or more) different initial configurations. This phenomenon, called coupling, is a focus of the present article. A coupling is a bivariate stochastic process that starts from two far-away initial configurations at time <inline-formula id="inf1">
<mml:math id="m1">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, say, <inline-formula id="inf2">
<mml:math id="m2">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf3">
<mml:math id="m3">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, under the condition that the projected evolution of <inline-formula id="inf4">
<mml:math id="m4">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and of <inline-formula id="inf5">
<mml:math id="m5">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, taken separately, realize a Markov chain with its transition matrix <inline-formula id="inf6">
<mml:math id="m6">
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. When the evolutions of the two trajectories meet at the coupling time <inline-formula id="inf7">
<mml:math id="m7">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, with <inline-formula id="inf8">
<mml:math id="m8">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, they are glued together for all later times (see the lhs of <xref ref-type="fig" rid="F1">Figure 1</xref>). Couplings of a given Markov chain can take many different forms, but for all of them, the coupling time provides an upper bound for the mixing time. This property has been used for almost a century to prove theorems on Markov chains [<xref ref-type="bibr" rid="B20">20</xref>], as cited in Ref. [<xref ref-type="bibr" rid="B28">28</xref>]. Among many other developments, a more recent version of coupling, known as &#x201c;coupling from the past&#x201d; [<xref ref-type="bibr" rid="B48">48</xref>], has allowed for the perfect sampling of the stationary distribution without any error, completely sidestepping the estimation of mixing-time scales.</p>
<fig id="F1" position="float">
<label>FIGURE 1</label>
<caption>
<p>Coupling for the random walk on a path graph (arrows point into the three directions with equal probabilities, and those leaving the graph are replaced by straight arrows). <italic>Left</italic>: Classic coupling: the two random walks advance independently until they merge at <inline-formula id="inf9">
<mml:math id="m9">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. <italic>Middle</italic>: A random-map implementation of the classic coupling (independent arrows). <italic>Right</italic>: A random-share, monotone coupling, where at a given time, all configurations are updated with the same random number. Trajectories cannot cross.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g001.tif"/>
</fig>
<p>The path-coupling approach [<xref ref-type="bibr" rid="B13">13</xref>] attempts to bound the <italic>global</italic> coupling time through an analysis that is <italic>local</italic> in both time and space. The two far-away initial configurations are imagined as end points of a &#x201c;path&#x201d; of many configurations. Configurations that are connected on the path are neighbors in the sample space with respect to a given metric. For the one-dimensional random walk, the metric may correspond to the Euclidean distance (see the lhs of <xref ref-type="fig" rid="F1">Figure 1</xref>). For Ising systems, the metric could be the Hamming distance: neighboring configurations differ by only one spin. Similarly, for low-density systems of <inline-formula id="inf10">
<mml:math id="m10">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> hard spheres, neighboring configurations differ in only one sphere, which can be arbitrarily far away in the two configurations, while the other <inline-formula id="inf11">
<mml:math id="m11">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> spheres coincide. It is often possible to deduce upper limits for the coupling time from the contraction rates for the individual path links. Path coupling was foreshadowed in the physics literature in a phenomenon termed &#x201c;damage spreading&#x201d; [<xref ref-type="bibr" rid="B53">53</xref>], which also studied such neighboring configurations under coupled-Markov-chain dynamics, a special type of coupling for Glauber dynamics. In the Ising model, for the same dynamics, the damage was found to disappear rapidly throughout the paramagnetic phase, a phenomenon later understood through the concept of &#x201c;monotone coupling.&#x201d; In the Ising spin-glass model, the damage was found to disappear above a finite temperature in the paramagnetic phase, even in two spatial dimensions, where the spin-glass transition temperature is believed to vanish. Attempts to directly connect the damage spreading with a thermodynamics process, such as a percolation transition, were finally unsuccessful. In other words, the connection between damage spreading, path coupling, and thermodynamics is that &#x201c;fast&#x201d; path coupling implies fast coupling, which implies fast mixing. Fast mixing, in turn, very often implies, in a physics context, that the thermodynamic phase is trivial. This can lead to non-trivial rigorous bounds on the extension of the paramagnetic phase for spin models [<xref ref-type="bibr" rid="B22">22</xref>] or the liquid phase for particle systems [<xref ref-type="bibr" rid="B32">32</xref>].</p>
<p>This article presents a unified description of coupling and damage spreading, using spin-glass and hard-sphere models as examples. In <xref ref-type="sec" rid="s2">Section 2</xref>, we provide common definitions, discuss theoretical foundations, and explore the connection between coupling and mixing, as well as the relationship between the aforementioned path coupling and damage spreading. We also introduce the scaling approach to phase transitions that we later apply to the coupling phenomenon. <xref ref-type="sec" rid="s3">Section 3</xref> is dedicated to spin glasses. We discuss rigorous results and the generally accepted theoretical framework for the spin-glass model introduced by Edwards and Anderson. Additionally, we explore path coupling and damage spreading for this model. We further apply the scaling analysis to its mean coupling time, which suggests a phase transition between fast and slow couplings. <xref ref-type="sec" rid="s4">Section 4</xref> addresses the hard-sphere model, for which we can generally transpose all the theoretical approaches of <xref ref-type="sec" rid="s3">Section 3</xref>. The conclusions of our work are presented in <xref ref-type="sec" rid="s5">Section 5</xref>.</p>
</sec>
<sec id="s2">
<title>2 Theoretical foundations</title>
<p>In this section, we discuss some fundamentals of Markov chains and first concentrate on the connection between the convergence of a Markov chain expressed through its mixing time and any of its couplings (<xref ref-type="sec" rid="s2-1">Section 2.1</xref>). The special case of &#x201c;monotone&#x201d; coupling, which we also address, has important consequences for the ferromagnetic Ising model, although it does not apply to spin-glass models or to hard spheres in more than one dimension [<xref ref-type="bibr" rid="B49">49</xref>]. We then discuss damage spreading in terms of path coupling (<xref ref-type="sec" rid="s2-2">Section 2.2</xref>). We will discuss the intimate relationship between a global view on coupling and a purely local view, which only surveys configurations that differ minimally. We finally discuss in <xref ref-type="sec" rid="s2-3">Section 2.3</xref> the scaling approach to coupling that later will be shown to apply both to spin glasses and to hard spheres.</p>
<sec id="s2-1">
<title>2.1 Mixing, coupling, and monotone coupling</title>
<p>We consider a Markov chain with samples <inline-formula id="inf12">
<mml:math id="m12">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf13">
<mml:math id="m13">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0,1</mml:mn>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mtext>&#x2009;</mml:mtext>
</mml:mrow>
</mml:math>
</inline-formula> in a sample space <inline-formula id="inf14">
<mml:math id="m14">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. In our case, its transition matrix <inline-formula id="inf15">
<mml:math id="m15">
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> implements the heat-bath algorithm [<xref ref-type="bibr" rid="B17">17</xref>, <xref ref-type="bibr" rid="B26">26</xref>, <xref ref-type="bibr" rid="B27">27</xref>] (in other words, Glauber dynamics) for the Edwards&#x2013;Anderson model or a version of the Metropolis algorithm [<xref ref-type="bibr" rid="B43">43</xref>] for hard spheres. We define the element <inline-formula id="inf16">
<mml:math id="m16">
<mml:mrow>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
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</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> as the conditional probability to move from configuration <inline-formula id="inf17">
<mml:math id="m17">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf18">
<mml:math id="m18">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> to configuration <inline-formula id="inf19">
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<mml:mrow>
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<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf20">
<mml:math id="m20">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. With an initial configuration <inline-formula id="inf21">
<mml:math id="m21">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the distribution <inline-formula id="inf22">
<mml:math id="m22">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> is a delta function centered at <inline-formula id="inf23">
<mml:math id="m23">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. The distribution evolves over time as <inline-formula id="inf24">
<mml:math id="m24">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mo>&#x2211;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mi>P</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> for each time step <inline-formula id="inf25">
<mml:math id="m25">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. The approach to equilibrium is quantified by the mixing time, which is the time it takes for <inline-formula id="inf26">
<mml:math id="m26">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> (which depends on the choice of <inline-formula id="inf27">
<mml:math id="m27">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>) to approach the stationary distribution <inline-formula id="inf28">
<mml:math id="m28">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2192;</mml:mo>
<mml:mi>&#x221e;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>:<disp-formula id="e1">
<mml:math id="m29">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>mix</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>&#x3f5;</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:munder>
<mml:mrow>
<mml:mi>min</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:munder>
<mml:mfenced open="{" close="}">
<mml:mrow>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mrow>
<mml:munder>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2208;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:munder>
</mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mfenced open="&#x2016;" close="&#x2016;">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mrow>
<mml:mtext>TV</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:munder>
<mml:mo>&#x3c;</mml:mo>
<mml:mi>&#x3f5;</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(1)</label>
</disp-formula>Here, <inline-formula id="inf29">
<mml:math id="m30">
<mml:mrow>
<mml:mo stretchy="false">&#x2016;</mml:mo>
<mml:mo>&#x22ef;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mo stretchy="false">&#x2016;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mtext>TV</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> denotes the total variation distance [<xref ref-type="bibr" rid="B39">39</xref>], that is, one half of the absolute difference between <inline-formula id="inf30">
<mml:math id="m31">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf31">
<mml:math id="m32">
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> over all the sample space, and <inline-formula id="inf32">
<mml:math id="m33">
<mml:mrow>
<mml:mi>&#x3f5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is an arbitrary positive parameter that must be taken smaller than <inline-formula id="inf33">
<mml:math id="m34">
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
</mml:math>
</inline-formula>. In <xref ref-type="disp-formula" rid="e1">Equation 1</xref>, the &#x201c;<inline-formula id="inf34">
<mml:math id="m35">
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>&#x201d; refers to the worst initial choice for the approach of <inline-formula id="inf35">
<mml:math id="m36">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> (which depends on <inline-formula id="inf36">
<mml:math id="m37">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>) to <inline-formula id="inf37">
<mml:math id="m38">
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, and this allows one to define the distance <inline-formula id="inf38">
<mml:math id="m39">
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> between <inline-formula id="inf39">
<mml:math id="m40">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf40">
<mml:math id="m41">
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, without explicit reference to the starting distribution <inline-formula id="inf41">
<mml:math id="m42">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>. The mixing time is a non-asymptotic time scale [<xref ref-type="bibr" rid="B2">2</xref>] that describes the initial approach of <inline-formula id="inf42">
<mml:math id="m43">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> toward the equilibrium distribution <inline-formula id="inf43">
<mml:math id="m44">
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> on a finite distance scale <inline-formula id="inf44">
<mml:math id="m45">
<mml:mrow>
<mml:mi>&#x3f5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. It comes with an exponential bound, valid from <inline-formula id="inf45">
<mml:math id="m46">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>mix</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> up to <inline-formula id="inf46">
<mml:math id="m47">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2192;</mml:mo>
<mml:mi>&#x221e;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, while the asymptotic approach toward equilibrium, described by the (absolute) inverse gap of the transition matrix, can be much faster [<xref ref-type="bibr" rid="B39">39</xref>].</p>
<p>For a given transition matrix <inline-formula id="inf47">
<mml:math id="m48">
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> of a Markov chain on a sample space <inline-formula id="inf48">
<mml:math id="m49">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, a coupling is defined as a bivariate stochastic process with a configuration <inline-formula id="inf49">
<mml:math id="m50">
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf50">
<mml:math id="m51">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> on the sample space <inline-formula id="inf51">
<mml:math id="m52">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
<mml:mo>&#xd7;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, such that<disp-formula id="e2">
<mml:math id="m53">
<mml:mrow>
<mml:mi mathvariant="double-struck">P</mml:mi>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mspace width="0.3333em"/>
<mml:mo stretchy="false">&#x7c;</mml:mo>
<mml:mspace width="0.3333em"/>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
<disp-formula id="e3">
<mml:math id="m54">
<mml:mrow>
<mml:mi mathvariant="double-struck">P</mml:mi>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mspace width="0.3333em"/>
<mml:mo stretchy="false">&#x7c;</mml:mo>
<mml:mspace width="0.3333em"/>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>y</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>The bivariate process that updates the two copies <inline-formula id="inf52">
<mml:math id="m55">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf53">
<mml:math id="m56">
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> need not be Markovian [<xref ref-type="bibr" rid="B28">28</xref>] at a difference of its two projections. Non-Markovian couplings are theoretically important but have not been used yet in applications. Markovian couplings are described by a transition matrix <inline-formula id="inf54">
<mml:math id="m57">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">[</mml:mo>
<mml:mrow>
<mml:mrow>
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<mml:mrow>
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</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mo>&#x22c5;</mml:mo>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo stretchy="false">]</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> on the sample space <inline-formula id="inf55">
<mml:math id="m58">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
<mml:mo>&#xd7;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> that satisfies<disp-formula id="e4">
<mml:math id="m59">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:munder>
<mml:mrow>
<mml:mo>&#x2211;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:munder>
</mml:mstyle>
<mml:msup>
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">[</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo stretchy="false">]</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
<disp-formula id="e5">
<mml:math id="m60">
<mml:mrow>
<mml:mstyle displaystyle="true">
<mml:munder>
<mml:mrow>
<mml:mo>&#x2211;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:munder>
</mml:mstyle>
<mml:msup>
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">[</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
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<mml:mrow>
<mml:mi>x</mml:mi>
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<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo stretchy="false">]</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>y</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>so that the transition matrix of the coupled Markov chain, which acts on two copies of the sample space <inline-formula id="inf56">
<mml:math id="m61">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, when projected on either copy, returns the original transition matrix.</p>
<p>Couplings can take a variety of forms. The &#x201c;classic&#x201d; coupling performs two statistically independent Markov chains until, by accident, they couple, from when on they are glued together:<disp-formula id="e6">
<mml:math id="m62">
<mml:mrow>
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<mml:mrow>
<mml:mi>P</mml:mi>
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</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">[</mml:mo>
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo stretchy="false">]</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="{" close="">
<mml:mrow>
<mml:mtable class="cases">
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>y</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>if&#x2009;</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>x</mml:mi>
<mml:mo>&#x2260;</mml:mo>
<mml:mi>y</mml:mi>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>if&#x2009;</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>x</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>y</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mn>0</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>if&#x2009;</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>x</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>y</mml:mi>
<mml:mo>,</mml:mo>
<mml:mspace width="0.3333em"/>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>&#x2260;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
<label>(2)</label>
</disp-formula>(see the lhs of <xref ref-type="fig" rid="F1">Figure 1</xref>). At the coupling time <inline-formula id="inf57">
<mml:math id="m63">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the trajectories first meet:<disp-formula id="e7">
<mml:math id="m64">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:munder>
<mml:mrow>
<mml:mi>min</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:munder>
<mml:mfenced open="{" close="}">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>Transition matrices, as the ones in <xref ref-type="disp-formula" rid="e6">Equation 2</xref>, are implemented in Monte Carlo algorithms with the use of random elements, that is, one or several random numbers for selecting a particle or a spin, for choosing a move, and for accepting or rejecting it, etc. For example, the move from <inline-formula id="inf58">
<mml:math id="m65">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf59">
<mml:math id="m66">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> may produce an outcome <inline-formula id="inf60">
<mml:math id="m67">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> that depends on the realization of the random element, but when this element is specified, as <inline-formula id="inf61">
<mml:math id="m68">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, it becomes a function called a random map <inline-formula id="inf62">
<mml:math id="m69">
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>&#xd7;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
<mml:mo>&#x2192;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
<mml:mo>: </mml:mo>
<mml:mi>x</mml:mi>
<mml:mo>&#x2192;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>&#x3d5;</mml:mi>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:math>
</inline-formula>. The random map <inline-formula id="inf63">
<mml:math id="m70">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> implementing this move must satisfy<disp-formula id="e8">
<mml:math id="m71">
<mml:mrow>
<mml:mi mathvariant="double-struck">P</mml:mi>
<mml:mfenced open="{" close="}">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>P</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>as it must reproduce the transition matrix <inline-formula id="inf64">
<mml:math id="m72">
<mml:mrow>
<mml:mi>P</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. A random map <inline-formula id="inf65">
<mml:math id="m73">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (also called a &#x201c;grand&#x201d; coupling [<xref ref-type="bibr" rid="B39">39</xref>]) specifies a coupling, and it automatically implements a &#x201c;gluing&#x201d; operation, as two Markov chains that meet at a position <inline-formula id="inf66">
<mml:math id="m74">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> at time <inline-formula id="inf67">
<mml:math id="m75">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> encounter the same random element. For the classic coupling of <xref ref-type="disp-formula" rid="e6">Equation 2</xref>, the randomness at time <inline-formula id="inf68">
<mml:math id="m76">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is a vector <inline-formula id="inf69">
<mml:math id="m77">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>:</mml:mo>
<mml:mspace width="0.3333em"/>
<mml:mi>x</mml:mi>
<mml:mo>&#x2208;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> of i.i.d random variables, that is of random numbers drawn from the same distribution (see center of <xref ref-type="fig" rid="F1">Figure 1</xref>). For the &#x201c;random-share&#x201d; coupling, one uses, at time <inline-formula id="inf70">
<mml:math id="m78">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the same random element for all configurations <inline-formula id="inf71">
<mml:math id="m79">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>&#x2208;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>: <inline-formula id="inf72">
<mml:math id="m80">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. In other words, all configurations are updated with the same random numbers. Many other couplings exist, and it is only important that the projection onto a single copy produces a valid Markov chain. While every random map corresponds to a coupling, it appears that not all couplings (for example, the path couplings in Ref. [<xref ref-type="bibr" rid="B32">32</xref>]) can be expressed as random maps.</p>
<p>The connection between mixing times and coupling times is as follows ([<xref ref-type="bibr" rid="B39">39</xref>], corollary 5.3):<disp-formula id="e9">
<mml:math id="m81">
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x2264;</mml:mo>
<mml:munder>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2208;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:munder>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="double-struck">P</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:msub>
<mml:mfenced open="{" close="}">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3e;</mml:mo>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
<label>(3)</label>
</disp-formula>where <inline-formula id="inf73">
<mml:math id="m82">
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is the distance entering the definition of the mixing time in <xref ref-type="disp-formula" rid="e1">Equation 1</xref>. From our previous discussion, it is evident that for random walks on large graphs, the classic coupling time can be much larger than the mixing time simply because the two Markov chains must hit the same configuration at the same time. In contrast, the random-share coupling time is of the same order as the mixing time for many random walks. In the problems at the focus of this article, we will witness different regimes, as a function of external parameters, that are separated by a phase transition. In this context, it is of great interest that an optimal coupling [<xref ref-type="bibr" rid="B28">28</xref>] realizes the coupling at time <inline-formula id="inf74">
<mml:math id="m83">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and at position <inline-formula id="inf75">
<mml:math id="m84">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> of two Markov chains that have started at time <inline-formula id="inf76">
<mml:math id="m85">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> at configurations <inline-formula id="inf77">
<mml:math id="m86">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf78">
<mml:math id="m87">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> with the minimum of the probabilities to go from <inline-formula id="inf79">
<mml:math id="m88">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> or from <inline-formula id="inf80">
<mml:math id="m89">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> to <inline-formula id="inf81">
<mml:math id="m90">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. The optimal coupling is non-Markovian and virtually impossible to construct in practice, but it demonstrates that the bound of <xref ref-type="disp-formula" rid="e9">Equation 3</xref> can be saturated.</p>
<p>A special class of couplings for which the inequality of <xref ref-type="disp-formula" rid="e9">Equation 3</xref> can be tight (up to logarithms) requires the concept of monotonicity. In monotone couplings, there exists a partial ordering &#x201c;<inline-formula id="inf82">
<mml:math id="m91">
<mml:mrow>
<mml:mo>&#x2aaf;</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>&#x201d; of configurations so that <inline-formula id="inf83">
<mml:math id="m92">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2aaf;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> implies <inline-formula id="inf84">
<mml:math id="m93">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2aaf;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. In terms of the random map, <inline-formula id="inf85">
<mml:math id="m94">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>&#x2aaf;</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> implies <inline-formula id="inf86">
<mml:math id="m95">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>&#x2aaf;</mml:mo>
<mml:mi>&#x3d5;</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>y</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>. No partial ordering exists for the random walk on the path graph with a classic coupling, and trajectories of Markov chains may cross (see the lhs of <xref ref-type="fig" rid="F1">Figure 1</xref>). In contrast, for the random-share coupling of the one-dimensional random walk (which is a grand coupling), the ordering is complete. For a monotone grand coupling, with <inline-formula id="inf87">
<mml:math id="m96">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> the length of the longest &#x201c;chain&#x201d; in the partially ordered subset, the mean coupling time <inline-formula id="inf88">
<mml:math id="m97">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> satisfies<disp-formula id="e10">
<mml:math id="m98">
<mml:mrow>
<mml:mfenced open="&#x27e8;" close="&#x27e9;">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3c;</mml:mo>
<mml:mn>2</mml:mn>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>mix</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mi>e</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2b;</mml:mo>
<mml:mtext>log</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(4)</label>
</disp-formula>
</p>
<p>With <xref ref-type="disp-formula" rid="e9">Equation 3</xref>, there are thus upper and lower bounds for the monotone coupling time in terms of the mixing time, and the two agree up to a logarithm. For a monotone coupling with extremal elements, one must only survey their evolution, which will bracket all other configurations (see the rhs of <xref ref-type="fig" rid="F1">Figure 1</xref>). Full surveys are possible in other cases [<xref ref-type="bibr" rid="B15">15</xref>], but the upper bound in <xref ref-type="disp-formula" rid="e10">Equation 4</xref> is then often lost.</p>
</sec>
<sec id="s2-2">
<title>2.2 Path coupling and damage spreading</title>
<p>We can consider families of Markov chains that correspond to physical systems with size <inline-formula id="inf89">
<mml:math id="m99">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, which may represent the number of sites, spins, or particles. As <inline-formula id="inf90">
<mml:math id="m100">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> increases and approaches infinity, under suitable conditions, such as constant temperature for spin systems or constant density for particle systems, the behavior of these systems can be studied. We may refer to &#x201c;fast&#x201d; coupling if the mean coupling time <inline-formula id="inf91">
<mml:math id="m101">
<mml:mrow>
<mml:mfenced open="&#x27e8;" close="&#x27e9;">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> scales not slower than a power of the system size <inline-formula id="inf92">
<mml:math id="m102">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (in later sections, we will use an <inline-formula id="inf93">
<mml:math id="m103">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mtext>log</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> scaling).</p>
<p>As mentioned in the introduction, we may imagine the worst-case initial configurations <inline-formula id="inf94">
<mml:math id="m104">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf95">
<mml:math id="m105">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> as the end points of a path of configurations, with adjacent elements on the path being neighbors, with respect to some metric. Under some conditions, it is often possible to show that any pair of neighboring configurations come in expectation even closer after one step of the Markov chain, and this establishes that the distance between <inline-formula id="inf96">
<mml:math id="m106">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf97">
<mml:math id="m107">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> contracts, and similarly for later times, leading to a proof of fast coupling [<xref ref-type="bibr" rid="B13">13</xref>].</p>
<p>The path-coupling analysis that is local in sample space and in time yet valid uniformly for any pair of neighboring configurations yields a rigorous global fast-coupling bound. We will discuss the limiting temperature <inline-formula id="inf98">
<mml:math id="m108">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> for spin glasses and limiting density <inline-formula id="inf99">
<mml:math id="m109">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> for hard-sphere systems for which the uniform contraction allows one to prove fast coupling. However, the path-coupling approach is quite conservative. Numerical evidence [<xref ref-type="bibr" rid="B4">4</xref>] indicates fast coupling down to a temperature <inline-formula id="inf100">
<mml:math id="m110">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> that is lower than <inline-formula id="inf101">
<mml:math id="m111">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, and up to a density <inline-formula id="inf102">
<mml:math id="m112">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> that is higher than <inline-formula id="inf103">
<mml:math id="m113">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. However, only <inline-formula id="inf104">
<mml:math id="m114">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf105">
<mml:math id="m115">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are known analytically. In the models that we study, the coupling is either exponential (and thus &#x201c;slow&#x201d;) or &#x201c;fast.&#x201d;</p>
<p>The path-coupling analysis provides a justification for &#x201c;damage spreading,&#x201d; which has been extensively studied for spin systems in the physics literature, with the random-share coupling. As in path coupling, two neighboring initial configurations <inline-formula id="inf106">
<mml:math id="m116">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf107">
<mml:math id="m117">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> were chosen and were followed for very large times. The explicit relationship between the time to couple and the time to mix is lost, but the mean coupling time starting from neighboring initial configurations is again exponential below <inline-formula id="inf108">
<mml:math id="m118">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf109">
<mml:math id="m119">
<mml:mrow>
<mml:mo>&#x223c;</mml:mo>
<mml:mspace width="-0.2em"/>
<mml:mi>N</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mtext>log</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> or faster above. The connection between coupling and damage spreading was made in [<xref ref-type="bibr" rid="B4">4</xref>].</p>
</sec>
<sec id="s2-3">
<title>2.3 From rigorous to non-rigorous approaches to coupling, scaling approach results</title>
<p>The coupling time in <xref ref-type="disp-formula" rid="e9">Equation 3</xref> that allows bounding the mixing time follows the worst-case pair of starting configurations, <inline-formula id="inf110">
<mml:math id="m120">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf111">
<mml:math id="m121">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. For monotone coupling, these configurations are given by the two extremal elements, but in general, this requires a survey of the entire sample space. For the Glauber dynamics of spin glasses with the random-share coupling, the patch algorithm [<xref ref-type="bibr" rid="B15">15</xref>] rigorously surveys the <inline-formula id="inf112">
<mml:math id="m122">
<mml:mrow>
<mml:mo stretchy="false">&#x7c;</mml:mo>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
<mml:mo stretchy="false">&#x7c;</mml:mo>
<mml:mo>&#x223c;</mml:mo>
<mml:mn>1</mml:mn>
<mml:msup>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>600</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> configurations on a <inline-formula id="inf113">
<mml:math id="m123">
<mml:mrow>
<mml:mn>64</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:mn>64</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> lattice, and the same algorithm also applies to hard-sphere models, where it allows one to establish the grand-coupling time [<xref ref-type="bibr" rid="B4">4</xref>, <xref ref-type="bibr" rid="B16">16</xref>]. It was found, however, that a few hundred random initial configurations contained worst-case pairs with high probability. Such a partial-survey approximation is easy to set up in practice.</p>
<p>We use the partial-survey approximation to evaluate the mean coupling time <inline-formula id="inf114">
<mml:math id="m124">
<mml:mrow>
<mml:mfenced open="&#x27e8;" close="&#x27e9;">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> for spin-glass and hard-sphere systems. Here, a systematic numerical approach, inspired by the finite-size scaling analysis of second-order phase transitions, is discussed for distinguishing between fast and slow couplings. In this context, fixing the system size <inline-formula id="inf115">
<mml:math id="m125">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> corresponds to limiting the worst-case pair distance between initial configurations, and the scaling behavior is analyzed as <inline-formula id="inf116">
<mml:math id="m126">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> grows by varying <inline-formula id="inf117">
<mml:math id="m127">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. Suppose we obtain <inline-formula id="inf118">
<mml:math id="m128">
<mml:mrow>
<mml:mfenced open="&#x27e8;" close="&#x27e9;">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> numerically as a function of the system size <inline-formula id="inf119">
<mml:math id="m129">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and the model parameter <inline-formula id="inf120">
<mml:math id="m130">
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, which represents the inverse temperature in the case of spin-glass systems. For hard-sphere systems, this parameter may also be the density <inline-formula id="inf121">
<mml:math id="m131">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. In the fast-coupling regime, the size dependence of <inline-formula id="inf122">
<mml:math id="m132">
<mml:mrow>
<mml:mfenced open="&#x27e8;" close="&#x27e9;">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> exhibits <inline-formula id="inf123">
<mml:math id="m133">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:mi>log</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> behavior at high temperatures, while in the slow-coupling regime, it increases exponentially at low temperatures. This phenomenon can be viewed as a dynamical phase transition, with the two behaviors changing at a certain critical temperature <inline-formula id="inf124">
<mml:math id="m134">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<p>Assuming that, as <inline-formula id="inf125">
<mml:math id="m135">
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> approaches <inline-formula id="inf126">
<mml:math id="m136">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf127">
<mml:math id="m137">
<mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2a;</mml:mo>
</mml:mrow>
<mml:mspace width="-0.3333em"/>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> provides a diverging scale that controls the coupling behavior, the scaling form is postulated to hold in the vicinity of <inline-formula id="inf128">
<mml:math id="m138">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, expressed as<disp-formula id="e11">
<mml:math id="m139">
<mml:mrow>
<mml:mfenced open="&#x27e8;" close="&#x27e9;">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:msup>
<mml:mi>f</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>/</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2a;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mspace width="-0.3333em"/>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mspace width="0.3333em"/>
<mml:mspace width="0.3333em"/>
<mml:mi mathvariant="normal">w</mml:mi>
<mml:mi mathvariant="normal">i</mml:mi>
<mml:mi mathvariant="normal">t</mml:mi>
<mml:mi mathvariant="normal">h</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mspace width="0.3333em"/>
<mml:msup>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2a;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mspace width="-0.3333em"/>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mo stretchy="false">&#x7c;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3b2;</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mo stretchy="false">&#x7c;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3c9;</mml:mi>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
<label>(5)</label>
</disp-formula>where <inline-formula id="inf129">
<mml:math id="m140">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf130">
<mml:math id="m141">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> are positive parameters associated with the dynamical transition, and <inline-formula id="inf131">
<mml:math id="m142">
<mml:mrow>
<mml:mi>f</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is a universal scaling function. The two behaviors of fast and slow couplings are represented in the asymptotic form of this scaling function <inline-formula id="inf132">
<mml:math id="m143">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, with <inline-formula id="inf133">
<mml:math id="m144">
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>N</mml:mi>
<mml:mo stretchy="false">&#x7c;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3b2;</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mo stretchy="false">&#x7c;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>:<disp-formula id="e12">
<mml:math id="m145">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="{" close="">
<mml:mrow>
<mml:mtable class="cases">
<mml:mtr>
<mml:mtd columnalign="left">
<mml:msup>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:msup>
<mml:mtext>log</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>x</mml:mi>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>as&#x2009;</mml:mtext>
<mml:mi>x</mml:mi>
<mml:mo>&#x2192;</mml:mo>
<mml:mi>&#x221e;</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mtext>&#x2009;for&#x2009;&#x2009;&#x2009;&#x2009;</mml:mtext>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3e;</mml:mo>
<mml:mi>&#x3b2;</mml:mi>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mtext>exp</mml:mtext>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>a</mml:mi>
<mml:mi>x</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>as&#x2009;</mml:mtext>
<mml:mi>x</mml:mi>
<mml:mo>&#x2192;</mml:mo>
<mml:mi>&#x221e;</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mtext>&#x2009;for&#x2009;&#x2009;&#x2009;&#x2009;</mml:mtext>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3c;</mml:mo>
<mml:mi>&#x3b2;</mml:mi>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</disp-formula>with a positive constant <inline-formula id="inf134">
<mml:math id="m146">
<mml:mrow>
<mml:mi>a</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. The value of the scaling function <inline-formula id="inf135">
<mml:math id="m147">
<mml:mrow>
<mml:mi>f</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> at <inline-formula id="inf136">
<mml:math id="m148">
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is constant, and the parameter <inline-formula id="inf137">
<mml:math id="m149">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> can be identified as the exponent of the power-law divergence of <inline-formula id="inf138">
<mml:math id="m150">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> at <inline-formula id="inf139">
<mml:math id="m151">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. In the case of a ferromagnetic Ising model with monotone coupling, where the coupling time and the mixing time coincide, these parameters characterize the universality class of the corresponding ferromagnetic phase transition and are related to the dynamical exponent <inline-formula id="inf140">
<mml:math id="m152">
<mml:mrow>
<mml:mi>z</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and the correlation length exponent <inline-formula id="inf141">
<mml:math id="m153">
<mml:mrow>
<mml:mi>&#x3bd;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> through the dimensionality <inline-formula id="inf142">
<mml:math id="m154">
<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. For example, in the case of the mean-field ferromagnetic Ising model, it has been rigorously shown that <inline-formula id="inf143">
<mml:math id="m155">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>3</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> [<xref ref-type="bibr" rid="B19">19</xref>], which is consistent with <inline-formula id="inf144">
<mml:math id="m156">
<mml:mrow>
<mml:mi>z</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. However, in general, the singularity at <inline-formula id="inf145">
<mml:math id="m157">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> in this coupling time is not directly associated with an order parameter of the physical system.</p>
</sec>
</sec>
<sec id="s3">
<title>3 Coupling in spin glasses</title>
<p>This section examines the coupling in the Edwards&#x2013;Anderson model [<xref ref-type="bibr" rid="B23">23</xref>] of spin glasses, focusing on the dynamical properties of its Glauber dynamics. We first review known exact results on the thermodynamics of the model in finite dimensions (<xref ref-type="sec" rid="s3-1">Section 3.1</xref>), followed by an analysis of path coupling and numerical calculations (<xref ref-type="sec" rid="s3-2">Section 3.2</xref>). Finally, we discuss the physical significance of these findings (<xref ref-type="sec" rid="s3-3">Section 3.3</xref>).</p>
<p>The Edwards&#x2013;Anderson model describes <inline-formula id="inf146">
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<mml:mrow>
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</mml:mrow>
</mml:math>
</inline-formula> Ising spins <inline-formula id="inf147">
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<mml:mo>,</mml:mo>
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</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
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<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> with <inline-formula id="inf148">
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<mml:msub>
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</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
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</mml:msub>
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<mml:mo>&#xb1;</mml:mo>
<mml:mspace width="-0.1em"/>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> on a <inline-formula id="inf149">
<mml:math id="m161">
<mml:mrow>
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</mml:mrow>
</mml:math>
</inline-formula>-dimensional hypercubic lattice with periodic boundary conditions and even side length <inline-formula id="inf150">
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</mml:mrow>
</mml:math>
</inline-formula>. The stationary weight <inline-formula id="inf151">
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</inline-formula> of each configuration is given through its energy <inline-formula id="inf152">
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</inline-formula> as follows:<disp-formula id="e13">
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</mml:msub>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>where <inline-formula id="inf153">
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</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> denotes the sum over nearest-neighbor pairs of spins. For each spin-glass sample, the interactions <inline-formula id="inf154">
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</mml:msub>
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<mml:mrow>
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</mml:mrow>
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</mml:math>
</inline-formula> are quenched (that is, fixed). The ensemble average is obtained by taking the <inline-formula id="inf155">
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</mml:msub>
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</mml:math>
</inline-formula> as i.i.d., with <inline-formula id="inf156">
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</mml:mrow>
</mml:math>
</inline-formula> or <inline-formula id="inf157">
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</mml:mrow>
</mml:math>
</inline-formula> with equal probability. In our statements about mixing and coupling, this ensemble average is understood.</p>
<p>We consider two versions of the heat-bath algorithm, namely, random updates and parallel updates. For the random updates, at each time step, starting from a configuration <inline-formula id="inf158">
<mml:math id="m171">
<mml:mrow>
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</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
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<mml:msub>
<mml:mrow>
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</mml:mrow>
<mml:mrow>
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<mml:mo>&#x2212;</mml:mo>
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</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, one random spin <inline-formula id="inf159">
<mml:math id="m172">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> among the <inline-formula id="inf160">
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<mml:mrow>
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<mml:mo>&#x3d;</mml:mo>
<mml:msup>
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<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> spins is sampled. At time <inline-formula id="inf161">
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<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, the configurations <inline-formula id="inf162">
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<mml:mrow>
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<mml:mrow>
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</mml:mrow>
<mml:mrow>
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</mml:mrow>
</mml:msup>
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<mml:msub>
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</mml:mrow>
<mml:mrow>
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</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
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<mml:mrow>
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</mml:msub>
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<mml:msub>
<mml:mrow>
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</mml:mrow>
<mml:mrow>
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</mml:msub>
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</mml:mrow>
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</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf163">
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</mml:mrow>
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</mml:msub>
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<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2212;</mml:mo>
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</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> are chosen with probability <inline-formula id="inf164">
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<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
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</mml:mrow>
<mml:mrow>
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</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>/</mml:mo>
<mml:mfenced open="[" close="]">
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</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>&#x2b;</mml:mo>
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</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf165">
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</mml:mrow>
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</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>/</mml:mo>
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<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>&#x2b;</mml:mo>
<mml:mi>&#x3c0;</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula>, respectively. These probabilities can be written as <inline-formula id="inf166">
<mml:math id="m179">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf167">
<mml:math id="m180">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, through the local field <inline-formula id="inf168">
<mml:math id="m181">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mo>&#x2211;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi>j</mml:mi>
<mml:mo>&#x2208;</mml:mo>
<mml:mtext>nbr</mml:mtext>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi>J</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, with the sum over the neighboring sites <inline-formula id="inf169">
<mml:math id="m182">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> of site <inline-formula id="inf170">
<mml:math id="m183">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. For parallel updates, on a bipartite lattice, as the hypercubic lattice with even <inline-formula id="inf171">
<mml:math id="m184">
<mml:mrow>
<mml:mi>L</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the energy couples spins on different sub-lattices. In one Monte Carlo cycle, all the spins are first updated on one sublattice, followed by those on the other sublattice. For simplicity, we count time in terms of &#x201c;Monte Carlo cycles,&#x201d; that is, <inline-formula id="inf172">
<mml:math id="m185">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> updates, for the random update case also.</p>
<p>The classic coupling of <xref ref-type="disp-formula" rid="e6">Equation 2</xref>, applied to the heat-bath algorithm with the random updates, randomly chooses two spins <inline-formula id="inf173">
<mml:math id="m186">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf174">
<mml:math id="m187">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> in order to independently update the configurations <inline-formula id="inf175">
<mml:math id="m188">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf176">
<mml:math id="m189">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c4;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, until they meet. In terms of random maps, this requires <inline-formula id="inf177">
<mml:math id="m190">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mo>&#xd7;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> random numbers at each time <inline-formula id="inf178">
<mml:math id="m191">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, one to choose the spin, and one to update it, which is not practical. It is evident that at all temperatures, including infinite temperature, the coupling time is exponential in <inline-formula id="inf179">
<mml:math id="m192">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, as the trajectories must accidentally meet.</p>
<p>For the random-share coupling, the heat-bath algorithm for the random update uses a source of randomness <inline-formula id="inf180">
<mml:math id="m193">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> given by:<disp-formula id="e14">
<mml:math id="m194">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0</mml:mn>
<mml:mo>,</mml:mo>
<mml:mi>N</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mi mathvariant="normal">a</mml:mi>
<mml:mi mathvariant="normal">t</mml:mi>
<mml:mi mathvariant="normal">t</mml:mi>
<mml:mi mathvariant="normal">i</mml:mi>
<mml:mi mathvariant="normal">c</mml:mi>
<mml:mi mathvariant="normal">e</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mi mathvariant="normal">s</mml:mi>
<mml:mi mathvariant="normal">i</mml:mi>
<mml:mi mathvariant="normal">t</mml:mi>
<mml:mi mathvariant="normal">e</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:munder>
<mml:mo>,</mml:mo>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0,1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mtext>heat</mml:mtext>
<mml:mo>-</mml:mo>
<mml:mtext>bath</mml:mtext>
</mml:mrow>
</mml:munder>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(6)</label>
</disp-formula>
</p>
<p>In short, the randomness <inline-formula id="inf181">
<mml:math id="m195">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> samples the lattice site <inline-formula id="inf182">
<mml:math id="m196">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> to be updated, as well as the random number used for the heat-bath update. The random-maps function <inline-formula id="inf183">
<mml:math id="m197">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is then defined for a given spin configuration <inline-formula id="inf184">
<mml:math id="m198">
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and the randomness <inline-formula id="inf185">
<mml:math id="m199">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> as follows:<disp-formula id="e15">
<mml:math id="m200">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfenced>
<mml:mo>:</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="{" close="">
<mml:mrow>
<mml:mtable class="cases">
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mn>1</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>if</mml:mtext>
<mml:mspace width="0.28em"/>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
<mml:mo>&#x3c;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2b;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="normal">e</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>2</mml:mn>
<mml:mi>&#x3b2;</mml:mi>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>else&#x2009;</mml:mtext>
<mml:mo>,</mml:mo>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
<label>(7)</label>
</disp-formula>where the local field is <inline-formula id="inf186">
<mml:math id="m201">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mo>&#x2211;</mml:mo>
</mml:mrow>
<mml:mrow>
<mml:mi>j</mml:mi>
<mml:mo>&#x2208;</mml:mo>
<mml:mtext>nbr</mml:mtext>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi>J</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. We note that <inline-formula id="inf187">
<mml:math id="m202">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> does not depend on <inline-formula id="inf188">
<mml:math id="m203">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<p>For the parallel update on a bipartite lattice, the randomness <inline-formula id="inf189">
<mml:math id="m204">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is given by<disp-formula id="e16">
<mml:math id="m205">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
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<mml:mrow>
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<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0,1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="normal">s</mml:mi>
<mml:mi mathvariant="normal">i</mml:mi>
<mml:mi mathvariant="normal">t</mml:mi>
<mml:mi mathvariant="normal">e</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:munder>
<mml:mo>,</mml:mo>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0,1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mi mathvariant="normal">s</mml:mi>
<mml:mi mathvariant="normal">i</mml:mi>
<mml:mi mathvariant="normal">t</mml:mi>
<mml:mi mathvariant="normal">e</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:munder>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0,1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mtext>site</mml:mtext>
<mml:mi>N</mml:mi>
<mml:mspace width="0.17em"/>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:munder>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>The update is performed in two half steps on the two sub-lattices, as described earlier. The coupling corresponding to <xref ref-type="disp-formula" rid="e15">Equation 7</xref> is monotone only for the ferromagnetic case <inline-formula id="inf190">
<mml:math id="m206">
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>J</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mo>&#x2b;</mml:mo>
<mml:mspace width="-0.2em"/>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>, where larger local fields are produced by larger neighboring spins <inline-formula id="inf191">
<mml:math id="m207">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<sec id="s3-1">
<title>3.1 Spin glasses: from rigorous results to numerical simulations</title>
<p>From a mathematical perspective, the fact that the interactions <inline-formula id="inf192">
<mml:math id="m208">
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>J</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> are quenched random variables complicates the analysis with respect to uniform interactions. The Sherrington&#x2013;Kirkpatrick model [<xref ref-type="bibr" rid="B52">52</xref>], in other words, the Edwards&#x2013;Anderson model on a complete graph corresponding to its infinite-dimensional limit, has been at the forefront of theoretical developments in spin-glass research. This model undergoes a thermodynamic phase transition separating a high-temperature paramagnetic phase from a low-temperature spin-glass phase at an exactly known temperature. The existence of this phase transition and the low-temperature properties were first established using the replica method [<xref ref-type="bibr" rid="B44">44</xref>] and later proven rigorously [<xref ref-type="bibr" rid="B54">54</xref>]. The study on the domain-wall free energy [<xref ref-type="bibr" rid="B51">51</xref>], which incorporates the fluctuation effects at the mean-field level, has indicated that the lower critical dimension is 2.5, which lies between the dimensions of 2 and 3.</p>
<p>Mathematically rigorous results for the Edwards&#x2013;Anderson model in finite dimensions are very few. In systems with random interactions, local regions may exhibit low probabilities but strong correlations, leading to anomalous singularities in the free energy and divergences in high-temperature expansions. In a specific random system, the existence of this type of singularity has been mathematically proven and is known as the Griffiths singularity [<xref ref-type="bibr" rid="B29">29</xref>]. This singularity emerges at the phase transition temperature when the random interactions are assumed to be uniform. In the Edwards&#x2013;Anderson model, the Curie temperature of the ferromagnetic Ising model (with all <inline-formula id="inf193">
<mml:math id="m209">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>J</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> equal to <inline-formula id="inf194">
<mml:math id="m210">
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
<mml:mi>J</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>) constitutes this Griffiths temperature. Despite these difficulties, it has been proven that, at sufficiently high temperature, the Edwards&#x2013;Anderson order parameter vanishes identically, and the spin-glass susceptibility remains finite in short-range spin-glass models [<xref ref-type="bibr" rid="B6">6</xref>, <xref ref-type="bibr" rid="B25">25</xref>]. This means that the high-temperature phase is paramagnetic, although rigorous temperature bounds seem to be absent. These temperature regions are far from the spin-glass transition temperature <inline-formula id="inf195">
<mml:math id="m211">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> suggested by the numerical simulations mentioned below. One expects that a spin-glass phase cannot exist at temperatures higher than the Griffiths temperature, so the Griffiths temperature likely serves as an upper bound for <inline-formula id="inf196">
<mml:math id="m212">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. However, this seems not to be a rigorous statement.</p>
<p>Early numerical studies [<xref ref-type="bibr" rid="B12">12</xref>, <xref ref-type="bibr" rid="B42">42</xref>] on domain-wall energies at zero temperature, though limited to small system sizes, were the first to propose the existence of a finite-temperature spin-glass transition in three dimensions and the absence of such a transition in two dimensions. These findings were subsequently strengthened by exact algorithms in two dimensions and more sophisticated heuristic algorithms [<xref ref-type="bibr" rid="B10">10</xref>], which allowed for larger system sizes and more accurate results. Following them, local Monte Carlo methods, particularly those using the heat-bath algorithm, played a crucial role in confirming these conclusions. These Monte Carlo studies provided direct evidence for a finite-temperature transition in three dimensions [<xref ref-type="bibr" rid="B7">7</xref>, <xref ref-type="bibr" rid="B8">8</xref>, <xref ref-type="bibr" rid="B46">46</xref>, <xref ref-type="bibr" rid="B47">47</xref>] and the absence of such a transition in two dimensions [<xref ref-type="bibr" rid="B7">7</xref>, <xref ref-type="bibr" rid="B34">34</xref>]. While neither has been proven rigorously, the fact that the ground state of the two-dimensional Edwards&#x2013;Anderson model can be computed in a time polynomial in <inline-formula id="inf197">
<mml:math id="m213">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>[<xref ref-type="bibr" rid="B9">9</xref>, <xref ref-type="bibr" rid="B55">55</xref>] is compatible with the hypothesis that complex phase transitions are unlikely to occur in systems where the ground state can be easily obtained. However, it should be noted that certain systems, such as the random-field Ising model [<xref ref-type="bibr" rid="B45">45</xref>], allow for efficient ground-state calculations yet still exhibit complex phase transitions at finite temperatures. These conclusions, both for three and higher dimensions as well as for two dimensions, were based on estimates of spin-glass order parameters. These order parameters examine the degree to which the equilibrium running averages of a given observable, such as the spin overlap between replicated systems, become independent of two independent starting configurations in Monte Carlo simulations ([<xref ref-type="bibr" rid="B7">7</xref>], Equation 4). Another route to studying spin glasses has consisted in analyzing the autocorrelation functions of observables (e.g., the value of <inline-formula id="inf198">
<mml:math id="m214">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>). Early results already pointed to a difference in the scaling behavior at late times ([<xref ref-type="bibr" rid="B46">46</xref>], Figure 7), [<xref ref-type="bibr" rid="B47">47</xref>], from which a finite spin-glass transition temperature in the range <inline-formula id="inf199">
<mml:math id="m215">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.10</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1.14</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> was inferred. Although no consensus has been reached on the nature of the spin-glass phase, more recent studies have refined estimates of the spin-glass transition temperature <inline-formula id="inf200">
<mml:math id="m216">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> in three dimensions, with different estimates such as <inline-formula id="inf201">
<mml:math id="m217">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1.1019</mml:mn>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>29</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>[<xref ref-type="bibr" rid="B3">3</xref>] and <inline-formula id="inf202">
<mml:math id="m218">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1.109</mml:mn>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>10</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>[<xref ref-type="bibr" rid="B30">30</xref>], which combine simulations for rather small system sizes with empirical extrapolations to the thermodynamic limit.</p>
<p>Damage spreading in spin-glass systems was found as a dynamical anomaly in early numerical simulations [<xref ref-type="bibr" rid="B14">14</xref>, <xref ref-type="bibr" rid="B18">18</xref>], which showed that it occurs at temperatures higher than the spin-glass transition temperature suggested by other studies. However, it remained unclear whether the anomaly was related to the spin glass transition itself or to the Griffiths singularity. The connection between damage spreading and coupling, which is the focus of this article, was recognized in Ref. [<xref ref-type="bibr" rid="B4">4</xref>].</p>
</sec>
<sec id="s3-2">
<title>3.2 From path coupling to scaling plots</title>
<p>In the finite-dimensional Edwards&#x2013;Anderson model, we now consider the random-share coupling for the heat-bath algorithm of <xref ref-type="disp-formula" rid="e15">Equation 7</xref>. To establish coupling, we consider two arbitrary spin configurations as initial states of the two Markov chains and apply the path-coupling argument of <xref ref-type="sec" rid="s2-2">Section 2.2</xref>. The two configurations differ in at most <inline-formula id="inf203">
<mml:math id="m219">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> sites so that we can connect them by a path of at most <inline-formula id="inf204">
<mml:math id="m220">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> neighboring configurations that differ by one spin only.</p>
<p>Let <inline-formula id="inf205">
<mml:math id="m221">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf206">
<mml:math id="m222">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> be two such neighboring configurations (see the lhs of <xref ref-type="fig" rid="F2">Figure 2</xref>) that differ by the spin <inline-formula id="inf207">
<mml:math id="m223">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. The common random element <inline-formula id="inf208">
<mml:math id="m224">
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> of <xref ref-type="disp-formula" rid="e14">Equation 6</xref> contains the spin <inline-formula id="inf209">
<mml:math id="m225">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> to be updated and the random number <inline-formula id="inf210">
<mml:math id="m226">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> required for the heat-bath step of <xref ref-type="disp-formula" rid="e15">Equation 7</xref>. With probability <inline-formula id="inf211">
<mml:math id="m227">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the spin <inline-formula id="inf212">
<mml:math id="m228">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is updated. The field <inline-formula id="inf213">
<mml:math id="m229">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the same for <inline-formula id="inf214">
<mml:math id="m230">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf215">
<mml:math id="m231">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>, and so is <inline-formula id="inf216">
<mml:math id="m232">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> in <xref ref-type="disp-formula" rid="e15">Equation 7</xref>. It follows that the distance decreases from <inline-formula id="inf217">
<mml:math id="m233">
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> to 0 with <inline-formula id="inf218">
<mml:math id="m234">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<fig id="F2" position="float">
<label>FIGURE 2</label>
<caption>
<p>
<italic>Left</italic>: Two spin configurations, <inline-formula id="inf219">
<mml:math id="m235">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf220">
<mml:math id="m236">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>, which differ at a single site indicated by arrows. The sites connected to it are marked with circles, and the sites connected to them are marked by squares, which represent arbitrary states, either up or down, that are common to both configurations. <italic>Right</italic>: The probability <inline-formula id="inf221">
<mml:math id="m237">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> of the next spin state being &#x201c;up&#x201d;<inline-formula id="inf222">
<mml:math id="m238">
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> in the heat-bath algorithm for a two-dimensional Ising model, as a function of the local field <inline-formula id="inf223">
<mml:math id="m239">
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, following the form <inline-formula id="inf224">
<mml:math id="m240">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2b;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> of <xref ref-type="disp-formula" rid="e15">Equation 7</xref>. The next state becomes &#x201c;up&#x201d; if a random number <inline-formula id="inf225">
<mml:math id="m241">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3d2;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> falls within the gray region. The red region represents conditions where two spins, which differ by a local field of 2, result in different next states. </p>
</caption>
<graphic xlink:href="fphy-12-1507250-g002.tif"/>
</fig>
<p>With probability <inline-formula id="inf226">
<mml:math id="m242">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
<mml:mo>/</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, spin <inline-formula id="inf227">
<mml:math id="m243">
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, one of the <inline-formula id="inf228">
<mml:math id="m244">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> neighboring spins of <inline-formula id="inf229">
<mml:math id="m245">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, is updated. The local fields <inline-formula id="inf230">
<mml:math id="m246">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf231">
<mml:math id="m247">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>l</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> differ by exactly 2. The probability <inline-formula id="inf232">
<mml:math id="m248">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> of making different decisions, which corresponds at most to the red region on the rhs of <xref ref-type="fig" rid="F2">Figure 2</xref>, is at most equal to<disp-formula id="e17">
<mml:math display="block" id="m249">
<mml:mrow>
<mml:msub>
<mml:mi>p</mml:mi>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mi>N</mml:mi>
</mml:mfrac>
<mml:mo>&#x2062;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>max</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close="|" open="|" separators="none">
<mml:mrow>
<mml:msup>
<mml:mi>&#x3c0;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
</mml:msup>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close=")" open="(" separators="none">
<mml:mi>h</mml:mi>
</mml:mfenced>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mi>&#x3c0;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
</mml:msup>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close=")" open="(" separators="none">
<mml:mrow>
<mml:mi>h</mml:mi>
<mml:mo>&#xb1;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mi>N</mml:mi>
</mml:mfrac>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close="]" open="[" separators="none">
<mml:mrow>
<mml:msup>
<mml:mi>&#x3c0;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
</mml:msup>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close=")" open="(" separators="none">
<mml:mn>0</mml:mn>
</mml:mfenced>
<mml:mo>&#x2212;</mml:mo>
<mml:msup>
<mml:mi>&#x3c0;</mml:mi>
<mml:mo>&#x2b;</mml:mo>
</mml:msup>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close=")" open="(" separators="none">
<mml:mrow>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mi>N</mml:mi>
</mml:mfrac>
<mml:mo>&#x2062;</mml:mo>
<mml:mfenced close="]" open="[" separators="none">
<mml:mrow>
<mml:mfrac>
<mml:mn>1</mml:mn>
<mml:mn>2</mml:mn>
</mml:mfrac>
<mml:mo>&#x2212;</mml:mo>
<mml:mfrac>
<mml:mn>1</mml:mn>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2b;</mml:mo>
<mml:mtext>exp</mml:mtext>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>4</mml:mn>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfrac>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>If <inline-formula id="inf233">
<mml:math id="m250">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3e;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the expected distance between <inline-formula id="inf234">
<mml:math id="m251">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf235">
<mml:math id="m252">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold-italic">&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> decreases after one step, for any choice of spin configuration and any choice of the couplings <inline-formula id="inf236">
<mml:math id="m253">
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>J</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>i</mml:mi>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>, which is the case at high temperature. This is also a condition where the damage caused by a single spin difference does not spread in the initial stage of the damage spreading under random-share coupling. It provides the upper bound of the damage spreading temperature. More details are discussed in <xref ref-type="sec" rid="s3-3">Section 3.3</xref>. The limiting temperature for the application of the path-coupling argument is when <inline-formula id="inf237">
<mml:math id="m254">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, which translates into<disp-formula id="e18">
<mml:math id="m255">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>4</mml:mn>
</mml:mrow>
</mml:mfrac>
<mml:mtext>log</mml:mtext>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>d</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2b;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>6</mml:mn>
<mml:msup>
<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2b;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>10</mml:mn>
<mml:msup>
<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>5</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2b;</mml:mo>
<mml:mo>&#x22ef;</mml:mo>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>and equivalently,<disp-formula id="e19">
<mml:math id="m256">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>2</mml:mn>
<mml:mi>d</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2212;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>8</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>45</mml:mn>
<mml:msup>
<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:mfrac>
<mml:mo>&#x2b;</mml:mo>
<mml:mo>&#x22ef;</mml:mo>
<mml:mtext>&#x2009;</mml:mtext>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(8)</label>
</disp-formula>
</p>
<p>For <inline-formula id="inf238">
<mml:math id="m257">
<mml:mrow>
<mml:mi>T</mml:mi>
<mml:mo>&#x3e;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, we are assured of fast coupling in the Edwards&#x2013;Anderson model. The argument also holds for sublattice parallel updates. As discussed, <inline-formula id="inf239">
<mml:math id="m258">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is obtained for any choice of interactions and any spin configuration. Consequently, <inline-formula id="inf240">
<mml:math id="m259">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is also the path-coupling bound for the ferromagnetic Ising model, although we know from monotonicity that fast coupling will take place down to the Curie temperature.</p>
<p>We now numerically evaluate the mean coupling time of the finite-dimensional Edwards&#x2013;Anderson model in both two and three dimensions in view of the scaling analysis discussed in <xref ref-type="sec" rid="s2-3">Section 2.3</xref>. The mean coupling time of the two-dimensional model was already evaluated under a random update rule, and it has been demonstrated that a dynamical phase transition occurs in which the size dependence of the coupling time qualitatively changes [<xref ref-type="bibr" rid="B4">4</xref>], confirming earlier results [<xref ref-type="bibr" rid="B14">14</xref>]. The mean coupling time results presented below are evaluated using the partial-survey approximation with the number <inline-formula id="inf241">
<mml:math id="m260">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="script">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> of randomly chosen initial conditions. The results obtained with different values of <inline-formula id="inf242">
<mml:math id="m261">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="script">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> are plotted at each data point, but they are completely contained within the size of the markers, thereby confirming that they are independent of <inline-formula id="inf243">
<mml:math id="m262">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="script">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. A dendrogram representation explains the independence of the mean coupling time of <inline-formula id="inf244">
<mml:math id="m263">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="script">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> (see <xref ref-type="fig" rid="F3">Figure 3</xref>).</p>
<fig id="F3" position="float">
<label>FIGURE 3</label>
<caption>
<p>Dendrogram of configurations in the partial-survey approximation for the three-dimensional Edwards&#x2013;Anderson model with parallel updates at <inline-formula id="inf245">
<mml:math id="m264">
<mml:mrow>
<mml:mi>T</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>3.90</mml:mn>
<mml:mo>&#x2273;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and with <inline-formula id="inf246">
<mml:math id="m265">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="script">N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>512</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. Any starting set with representative configurations in the two main branches (<italic>orange</italic>, <italic>green</italic>) gives the same coupling time, explaining the success of the partial survey.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g003.tif"/>
</fig>
<p>All the figures shown below represent results averaged over 4,096 realizations of interactions, independent of <inline-formula id="inf247">
<mml:math id="m266">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, with error bars indicating sample fluctuations from these realizations. The first results for the three-dimensional Edwards&#x2013;Anderson model are presented in the two panels of <xref ref-type="fig" rid="F4">Figure 4</xref>, which show the estimated mean coupling time for the partial-survey approximation under the parallel and random updates. Although the two updates differ in the high-temperature limit, both exhibit a <inline-formula id="inf248">
<mml:math id="m267">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:mi>log</mml:mi>
<mml:mo>&#x2061;</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> behavior for system size <inline-formula id="inf249">
<mml:math id="m268">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> at sufficiently high but finite temperatures. As the temperature decreases, the behavior of the <inline-formula id="inf250">
<mml:math id="m269">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> dependence of the mean coupling time changes from slow to fast increase at a certain temperature. There is a slight, yet significant, difference in the transition temperature between the two updates, with a lower transition temperature observed for the parallel updates. This illustrates that coupling has no direct thermodynamic significance.</p>
<fig id="F4" position="float">
<label>FIGURE 4</label>
<caption>
<p>System-size <inline-formula id="inf251">
<mml:math id="m270">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> dependence of the mean coupling time at various inverse temperatures in the three-dimensional Edwards&#x2013;Anderson model. <italic>Left</italic>: Parallel update. <italic>Right</italic>: Random update.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g004.tif"/>
</fig>
<p>
<xref ref-type="fig" rid="F5">Figure 5</xref> presents finite-size scaling plots of the mean coupling time for the three-dimensional Edwards&#x2013;Anderson model, comparing both the parallel and random updates. The plot demonstrates that the scaling works well when the appropriate scaling parameters are chosen. This is consistent with the above argument that the transition temperatures, <inline-formula id="inf252">
<mml:math id="m271">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> or <inline-formula id="inf253">
<mml:math id="m272">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, are significantly different for the two update rules. In contrast, the precision of the scaling exponents, <inline-formula id="inf254">
<mml:math id="m273">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf255">
<mml:math id="m274">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, is not as precise as that of the transition temperature, and it can be considered that these two rules yield almost the same values for these exponents. It remains unclear whether these exponents have a meaning analogous to the critical exponents of a second-order transition. Of particular interest is the exponent <inline-formula id="inf256">
<mml:math id="m275">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, which represents the divergence of the characteristic scale as it approaches the transition temperature. Our results suggest that this exponent has the same value on both the high- and low-temperature sides of the transition temperature. This is comparable to the correlation length exponent.</p>
<fig id="F5" position="float">
<label>FIGURE 5</label>
<caption>
<p>Finite-size scaling plot of the mean coupling time in the three-dimensional Edwards&#x2013;Anderson model. <italic>Left</italic>: Parallel updates (<inline-formula id="inf257">
<mml:math id="m276">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.7</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf258">
<mml:math id="m277">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.7</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf259">
<mml:math id="m278">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>0.2567</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>). <italic>Right</italic>: Random updates (<inline-formula id="inf260">
<mml:math id="m279">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.84</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf261">
<mml:math id="m280">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.70</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf262">
<mml:math id="m281">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>0.2543</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>). Two dotted lines in each panel represent the expected high- and low-temperature asymptotic forms of the scaling function.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g005.tif"/>
</fig>
<p>An analogous scaling analysis for the two-dimensional Edwards&#x2013;Anderson model is shown in <xref ref-type="fig" rid="F6">Figure 6</xref>. The left panel is the analysis result of our own numerical simulations using the sublattice parallel update, while the right panel presents the scaling analysis based on numerical data using the random update from [<xref ref-type="bibr" rid="B4">4</xref>]. In both cases, the scaling is consistent with a phase transition in the mean coupling time. As observed in the three-dimensional model, <inline-formula id="inf263">
<mml:math id="m282">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> depends on the underlying Markov chain, with a lower transition temperature for the parallel update. The scaling exponents depend on the dimensionality. However, the proper scaling variable may not be the number of spins, <inline-formula id="inf264">
<mml:math id="m283">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, used here, but rather the linear dimension <inline-formula id="inf265">
<mml:math id="m284">
<mml:mrow>
<mml:mi>L</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. This suggests that the value of the exponents may depend on the dimensionality through the relationship <inline-formula id="inf266">
<mml:math id="m285">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>L</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<fig id="F6" position="float">
<label>FIGURE 6</label>
<caption>
<p>Finite-size scaling plot of the mean coupling time in the two-dimensional Edwards&#x2013;Anderson model. <italic>Left</italic>: Parallel update (our simulations). The obtained parameters are <inline-formula id="inf267">
<mml:math id="m286">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.4</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf268">
<mml:math id="m287">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.95</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf269">
<mml:math id="m288">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>0.5915</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. <italic>Right</italic>: Random updates (original data of Ref. [<xref ref-type="bibr" rid="B4">4</xref>]). The obtained parameters are <inline-formula id="inf270">
<mml:math id="m289">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.4</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf271">
<mml:math id="m290">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.95</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf272">
<mml:math id="m291">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>0.5796</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. Two dotted lines in each panel represent the expected high- and low-temperature asymptotic forms of the scaling function.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g006.tif"/>
</fig>
</sec>
<sec id="s3-3">
<title>3.3 Path coupling and damage spreading for spin glasses</title>
<p>
<xref ref-type="table" rid="T1">Table 1</xref> summarizes the key temperatures discussed in previous sections, including <inline-formula id="inf273">
<mml:math id="m292">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf274">
<mml:math id="m293">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, as well as previously estimated results for <inline-formula id="inf275">
<mml:math id="m294">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf276">
<mml:math id="m295">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>Griffiths</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. This table demonstrates the differences in transition temperatures for both two- and three-dimensional Edwards&#x2013;Anderson models, providing a detailed overview of the coupling and spin-glass transitions.</p>
<table-wrap id="T1" position="float">
<label>TABLE 1</label>
<caption>
<p>Spin-glass transition and coupling temperatures for the Edwards&#x2013;Anderson model in two and three dimensions. <inline-formula id="inf277">
<mml:math id="m296">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the numerical estimate from Refs. [<xref ref-type="bibr" rid="B3">3</xref>, <xref ref-type="bibr" rid="B30">30</xref>] in three dimensions and is expected [<xref ref-type="bibr" rid="B8">8</xref>, <xref ref-type="bibr" rid="B34">34</xref>] to vanish in two dimensions. <inline-formula id="inf278">
<mml:math id="m297">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is from <xref ref-type="fig" rid="F5">Figures 5</xref>, <xref ref-type="fig" rid="F6">6</xref>, and <inline-formula id="inf279">
<mml:math id="m298">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>Griffiths</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is the Curie temperature of the ferromagnetic Ising model. Finally, <inline-formula id="inf280">
<mml:math id="m299">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> is from <xref ref-type="disp-formula" rid="e19">Equation 8</xref>.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="center">Dimension <inline-formula id="inf281">
<mml:math id="m300">
<mml:mrow>
<mml:mi>d</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>
</th>
<th align="center">
<inline-formula id="inf282">
<mml:math id="m301">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>SG</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</th>
<th align="center">
<inline-formula id="inf283">
<mml:math id="m302">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> (parallel)</th>
<th align="center">
<inline-formula id="inf284">
<mml:math id="m303">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> (random)</th>
<th align="center">
<inline-formula id="inf285">
<mml:math id="m304">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>Griffiths</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</th>
<th align="center">
<inline-formula id="inf286">
<mml:math id="m305">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="center">2</td>
<td align="center">0</td>
<td align="center">1.69&#x2026;</td>
<td align="center">1.72&#x2026;</td>
<td align="center">2.269&#x2026;</td>
<td align="center">3.640&#x2026;</td>
</tr>
<tr>
<td align="center">3</td>
<td align="center">
<inline-formula id="inf287">
<mml:math id="m306">
<mml:mrow>
<mml:mn>1.1019</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1.1090</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">3.89&#x2026;</td>
<td align="center">3.93&#x2026;</td>
<td align="center">4.51&#x2026;</td>
<td align="center">5.770&#x2026;</td>
</tr>
</tbody>
</table>
</table-wrap>
<p>On the one hand, path coupling demonstrates that above <inline-formula id="inf288">
<mml:math id="m307">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the uniform contraction between neighboring configurations leads to fast coupling. Below <inline-formula id="inf289">
<mml:math id="m308">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, there are spins <inline-formula id="inf290">
<mml:math id="m309">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> (for example, those with <inline-formula id="inf291">
<mml:math id="m310">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>h</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>) for which, at least initially, there is no such contraction. Nevertheless, as our numerical simulations show, fast <inline-formula id="inf292">
<mml:math id="m311">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mtext>log</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> coupling also takes place in the window <inline-formula id="inf293">
<mml:math id="m312">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3c;</mml:mo>
<mml:mi>T</mml:mi>
<mml:mo>&#x3c;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. The absence of a regime change at <inline-formula id="inf294">
<mml:math id="m313">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> can be illustrated, in the language of damage spreading, by following the mean damage as a function of time for two configurations that initially, at time <inline-formula id="inf295">
<mml:math id="m314">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, are neighboring. Above <inline-formula id="inf296">
<mml:math id="m315">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the mean damage decreases exponentially for all times (see inset of <xref ref-type="fig" rid="F7">Figure 7</xref>), whereas for <inline-formula id="inf297">
<mml:math id="m316">
<mml:mrow>
<mml:mi>T</mml:mi>
<mml:mo>&#x3c;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, it increases rapidly. In the window <inline-formula id="inf298">
<mml:math id="m317">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2272;</mml:mo>
<mml:mi>T</mml:mi>
<mml:mo>&#x2272;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the mean damage initially increases, as expected, but then turns around and again vanishes exponentially. This turning point seems to occur when the damage reaches a certain size, which grows as the temperature approaches <inline-formula id="inf299">
<mml:math id="m318">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. This behavior can be understood in analogy with the characteristic diverging scale <inline-formula id="inf300">
<mml:math id="m319">
<mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2a;</mml:mo>
</mml:mrow>
<mml:mspace width="-0.3333em"/>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>&#x3b2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> in the finite-size scaling analysis of <xref ref-type="disp-formula" rid="e11">Equation 5</xref>, which suggests a picture similar to a critical phase transition, where the threshold damage size corresponds to the diverging scale near <inline-formula id="inf301">
<mml:math id="m320">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<fig id="F7" position="float">
<label>FIGURE 7</label>
<caption>
<p>Damage evolution over time for two states differing by a Hamming distance of 1 as initial conditions in random updates of the three-dimensional Edwards&#x2013;Anderson model. The size is <inline-formula id="inf302">
<mml:math id="m321">
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>6</mml:mn>
<mml:msup>
<mml:mrow>
<mml:mn>4</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>, and the four temperatures shown are above and below both <inline-formula id="inf303">
<mml:math id="m322">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf304">
<mml:math id="m323">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>. The inset shows the same plot on a semi-log scale.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g007.tif"/>
</fig>
</sec>
</sec>
<sec id="s4">
<title>4 Coupling in hard spheres</title>
<p>In this section, we examine coupling for the hard-sphere system of statistical mechanics. For concreteness, we concentrate on the two-dimensional hard-disk model, which was the object of the historically first study using Markov chains [<xref ref-type="bibr" rid="B43">43</xref>]. The model has created an unabating series of works in mathematics, physics, and chemistry [<xref ref-type="bibr" rid="B40">40</xref>]. After an introduction to the model and to the Metropolis algorithm [<xref ref-type="bibr" rid="B35">35</xref>] that we will mostly consider, we review the very few known exact results on the model (<xref ref-type="sec" rid="s4-1">Section 4.1</xref>) and then move on to the analysis of path coupling (<xref ref-type="sec" rid="s4-2">Section 4.2</xref>) and to numerical calculations leading up to our scaling analysis. We finally discuss, following Ref. [<xref ref-type="bibr" rid="B32">32</xref>], what, precisely, the behavior of the algorithm teaches us about the physics of the hard-disk model (<xref ref-type="sec" rid="s4-3">Section 4.3</xref>).</p>
<p>The model describes <inline-formula id="inf305">
<mml:math id="m324">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> disks of radius <inline-formula id="inf306">
<mml:math id="m325">
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> in a rectangular box with periodic boundary conditions. For simplicity, we assume the box to be a square of side length <inline-formula id="inf307">
<mml:math id="m326">
<mml:mrow>
<mml:mi>L</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>. The center position of disk <inline-formula id="inf308">
<mml:math id="m327">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is given by <inline-formula id="inf309">
<mml:math id="m328">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> and in a &#x201c;legal&#x201d; configuration, any two disks cannot overlap (get closer than <inline-formula id="inf310">
<mml:math id="m329">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>), periodic boundary conditions being accounted for. The sample space <inline-formula id="inf311">
<mml:math id="m330">
<mml:mrow>
<mml:mi mathvariant="normal">&#x3a9;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is now continuous, and the statistical weight of a configuration <inline-formula id="inf312">
<mml:math id="m331">
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> is given by<disp-formula id="e20">
<mml:math id="m332">
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="{" close="">
<mml:mrow>
<mml:mtable class="cases">
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mn>1</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>if&#x2009;</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi mathvariant="bold">X</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mtext>is&#x2009;legal</mml:mtext>
<mml:mspace width="0.3333em"/>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mn>0</mml:mn>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>else</mml:mtext>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>where, for simplicity, we have omitted the Cartesian <inline-formula id="inf313">
<mml:math id="m333">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>-dimensional measure. The control parameter of this model is the density <inline-formula id="inf314">
<mml:math id="m334">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>N</mml:mi>
<mml:mi>&#x3c0;</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
<mml:mo>/</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi>L</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>, the fraction of occupied space to the volume of the box.</p>
<p>We consider the &#x201c;global&#x201d; Metropolis algorithm: At each time step, and starting from a configuration <inline-formula id="inf315">
<mml:math id="m335">
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula>, one random disk <inline-formula id="inf316">
<mml:math id="m336">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> among the <inline-formula id="inf317">
<mml:math id="m337">
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> disks is sampled. A move of disk <inline-formula id="inf318">
<mml:math id="m338">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> from <inline-formula id="inf319">
<mml:math id="m339">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula> to a random position inside the simulation box <inline-formula id="inf320">
<mml:math id="m340">
<mml:mrow>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="[" close="]">
<mml:mrow>
<mml:mi mathvariant="monospace">ran</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0</mml:mn>
<mml:mo>,</mml:mo>
<mml:mi>L</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
<mml:mspace width="0.3333em"/>
<mml:mi mathvariant="monospace">ran</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0</mml:mn>
<mml:mo>,</mml:mo>
<mml:mi>L</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:math>
</inline-formula> is attempted. If the configuration <inline-formula id="inf321">
<mml:math id="m341">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>, in which <inline-formula id="inf322">
<mml:math id="m342">
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is replaced by <inline-formula id="inf323">
<mml:math id="m343">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> is legal, the move is accepted and otherwise rejected:<disp-formula id="e21">
<mml:math id="m344">
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:mfenced>
<mml:mo>&#x3d;</mml:mo>
<mml:mfenced open="{" close="">
<mml:mrow>
<mml:mtable class="cases">
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:msubsup>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msubsup>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>,</mml:mo>
<mml:mo>&#x2026;</mml:mo>
<mml:mo>,</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:msub>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mi mathvariant="normal">i</mml:mi>
<mml:mi mathvariant="normal">f</mml:mi>
<mml:mspace width="0.22em"/>
<mml:mi mathvariant="normal">l</mml:mi>
<mml:mi mathvariant="normal">e</mml:mi>
<mml:mi mathvariant="normal">g</mml:mi>
<mml:mi mathvariant="normal">a</mml:mi>
<mml:mi mathvariant="normal">l</mml:mi>
</mml:mtd>
</mml:mtr>
<mml:mtr>
<mml:mtd columnalign="left">
<mml:mi mathvariant="bold">X</mml:mi>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mspace width="1em"/>
</mml:mtd>
<mml:mtd columnalign="left">
<mml:mtext>otherwise</mml:mtext>
</mml:mtd>
</mml:mtr>
</mml:mtable>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
</disp-formula>
</p>
<p>Here, the new position is chosen within a square-shaped periodic window of length <inline-formula id="inf324">
<mml:math id="m345">
<mml:mrow>
<mml:mi>L</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> around the current position, whereas in the local Metropolis algorithm, the window size usually has a length on the scale of the inter-particle distance [<xref ref-type="bibr" rid="B36">36</xref>].</p>
<p>The random-share coupling for the global Metropolis algorithm uses the following random element:<disp-formula id="e22">
<mml:math id="m346">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>t</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>,</mml:mo>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>x</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi>y</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>,</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mtext>particle</mml:mtext>
<mml:mspace width="0.17em"/>
<mml:mtext>index</mml:mtext>
<mml:mspace width="0.17em"/>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:munder>
<mml:mo>,</mml:mo>
<mml:munder>
<mml:mrow>
<mml:munder accentunder="false">
<mml:mrow>
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0</mml:mn>
<mml:mo>,</mml:mo>
<mml:mi>L</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>,</mml:mo>
<mml:mi mathvariant="monospace">r</mml:mi>
<mml:mi mathvariant="monospace">a</mml:mi>
<mml:mi mathvariant="monospace">n</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>0</mml:mn>
<mml:mo>,</mml:mo>
<mml:mi>L</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:mrow>
<mml:mo>&#x23df;</mml:mo>
</mml:munder>
</mml:mrow>
<mml:mrow>
<mml:mtext>proposed</mml:mtext>
<mml:mspace width="0.17em"/>
<mml:mtext>position</mml:mtext>
<mml:mspace width="0.17em"/>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mo>&#x2032;</mml:mo>
</mml:mrow>
</mml:msup>
<mml:mo>&#x3d;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi mathvariant="bold">x</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:msub>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mi>t</mml:mi>
<mml:mo>&#x2b;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
</mml:mfenced>
</mml:mrow>
</mml:munder>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(9)</label>
</disp-formula>
</p>
<p>This coupling has been considerably refined [<xref ref-type="bibr" rid="B31">31</xref>, <xref ref-type="bibr" rid="B32">32</xref>].</p>
<sec id="s4-1">
<title>4.1 Rigorous results for the thermodynamics of hard spheres</title>
<p>Rigorous results on hard-disk (and hard-sphere) models are very few. It is known that the close-packing density <inline-formula id="inf325">
<mml:math id="m347">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>&#x3c0;</mml:mi>
<mml:mo>/</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:msqrt>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msqrt>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> in two dimensions is characterized by the hexagonal packing [<xref ref-type="bibr" rid="B24">24</xref>]. It thus corresponds to an essentially unique configuration that has long-range orientational and positional order. For densities below the close-packing density, the absence of long-range positional order was established rigorously [<xref ref-type="bibr" rid="B50">50</xref>] so that there is no crystal (with long-range orientational and positional order) below close packing. Indications for a phase transition were first found in the 1960s [<xref ref-type="bibr" rid="B1">1</xref>, <xref ref-type="bibr" rid="B40">40</xref>]. The existence of two phase transitions and of three phases (liquid, hexatic, and solid) as a function of density is now well accepted [<xref ref-type="bibr" rid="B5">5</xref>, <xref ref-type="bibr" rid="B40">40</xref>]. As in the Edwards&#x2013;Anderson model (where the temperature <inline-formula id="inf326">
<mml:math id="m348">
<mml:mrow>
<mml:mi>T</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> replaces the inverse of the density <inline-formula id="inf327">
<mml:math id="m349">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> as a control parameter), a rigorous proof of a transition away from close packing is still lacking. At low finite densities, the convergence of the virial expansion was proven early on [<xref ref-type="bibr" rid="B38">38</xref>], establishing the existence of the liquid phase. It extends up to a density <inline-formula id="inf328">
<mml:math id="m350">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.70</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> and is followed by a window of coexisting liquid and hexatic regions (see <xref ref-type="table" rid="T2">Table 2</xref> below).</p>
<table-wrap id="T2" position="float">
<label>TABLE 2</label>
<caption>
<p>Densities in the hard-disk system (see Equation 1 of Ref. [<xref ref-type="bibr" rid="B40">40</xref>]) for common definitions of densities). The homogeneous liquid phase empirically extends to a density of 0.70. The homogeneous hexatic phase is from 0.716 to 0.72. The density range from 0.70 to 0.716 corresponds to phase separation.</p>
</caption>
<table>
<thead valign="top">
<tr>
<th align="center">Quantity</th>
<th align="center">Density</th>
<th align="left">Comment</th>
</tr>
</thead>
<tbody valign="top">
<tr>
<td align="center">
<inline-formula id="inf330">
<mml:math id="m352">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>LP</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">0.03619</td>
<td align="left">Convergence of virial expansion, historic first [<xref ref-type="bibr" rid="B38">38</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf331">
<mml:math id="m353">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">
<inline-formula id="inf332">
<mml:math id="m354">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>12</mml:mn>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.083</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Naive path-coupling density (<xref ref-type="disp-formula" rid="e25">Equation 12</xref>)</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf333">
<mml:math id="m355">
<mml:mrow>
<mml:mo>&#x2026;</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">
<inline-formula id="inf334">
<mml:math id="m356">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>8</mml:mn>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.125</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Improved path-coupling [<xref ref-type="bibr" rid="B35">35</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf335">
<mml:math id="m357">
<mml:mrow>
<mml:mo>&#x2026;</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">0.154</td>
<td align="left">Path coupling, optimized metric [<xref ref-type="bibr" rid="B31">31</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf336">
<mml:math id="m358">
<mml:mrow>
<mml:mo>&#x2026;</mml:mo>
<mml:mtext>&#x2009;</mml:mtext>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">
<inline-formula id="inf337">
<mml:math id="m359">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>6</mml:mn>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.166</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Improved coupling of Ref. [<xref ref-type="bibr" rid="B32">32</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf338">
<mml:math id="m360">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>coup</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">0.128</td>
<td align="left">Empirical coupling density (<xref ref-type="fig" rid="F9">Figure 9</xref>)</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf339">
<mml:math id="m361">
<mml:mrow>
<mml:mo>&#x2026;</mml:mo>
<mml:mtext>&#x2009;</mml:mtext>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">
<inline-formula id="inf340">
<mml:math id="m362">
<mml:mrow>
<mml:mn>0.29</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Empirical birth&#x2013;death coupling density [<xref ref-type="bibr" rid="B4">4</xref>, <xref ref-type="bibr" rid="B56">56</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf341">
<mml:math id="m363">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>liquid&#x2013;hex</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">
<inline-formula id="inf342">
<mml:math id="m364">
<mml:mrow>
<mml:mn>0.70</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>0.716</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Liquid&#x2013;hexatic coexistence [<xref ref-type="bibr" rid="B1">1</xref>, <xref ref-type="bibr" rid="B5">5</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf343">
<mml:math id="m365">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>hex</mml:mtext>
<mml:mo>-</mml:mo>
<mml:mtext>solid</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">0.72</td>
<td align="left">Hexatic&#x2013;solid phase transition [<xref ref-type="bibr" rid="B5">5</xref>]</td>
</tr>
<tr>
<td align="center">
<inline-formula id="inf344">
<mml:math id="m366">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>pack</mml:mtext>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="center">
<inline-formula id="inf345">
<mml:math id="m367">
<mml:mrow>
<mml:mi>&#x3c0;</mml:mi>
<mml:mo>/</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:msqrt>
<mml:mrow>
<mml:mn>3</mml:mn>
</mml:mrow>
</mml:msqrt>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>0.907</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>
</td>
<td align="left">Close-packing crystal</td>
</tr>
</tbody>
</table>
</table-wrap>
</sec>
<sec id="s4-2">
<title>4.2 Path coupling and scaling plots for hard disks</title>
<p>We now consider path coupling for hard disks, using the random map based on <xref ref-type="disp-formula" rid="e22">Equation 9</xref> and a Hamming metric that counts the number of different disk positions in any two configurations. Let <inline-formula id="inf346">
<mml:math id="m368">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf347">
<mml:math id="m369">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> be two neighboring hard-disk configurations that differ in the position of disk <inline-formula id="inf348">
<mml:math id="m370">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> only (see <xref ref-type="fig" rid="F8">Figure 8</xref>). Simplifying a coupling from Ref. [<xref ref-type="bibr" rid="B35">35</xref>], we use as the common random element <inline-formula id="inf349">
<mml:math id="m371">
<mml:mrow>
<mml:mo stretchy="false">{</mml:mo>
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>,</mml:mo>
<mml:mi mathvariant="bold">&#x3d2;</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">}</mml:mo>
</mml:mrow>
</mml:math>
</inline-formula> the disk <inline-formula id="inf350">
<mml:math id="m372">
<mml:mrow>
<mml:mi>k</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> to be updated and its new position, both identical for <inline-formula id="inf351">
<mml:math id="m373">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf352">
<mml:math id="m374">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula>. With probability <inline-formula id="inf353">
<mml:math id="m375">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>, the disk <inline-formula id="inf354">
<mml:math id="m376">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is moved (that is, <inline-formula id="inf355">
<mml:math id="m377">
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>). The move is accepted in both configurations if it stays away (by <inline-formula id="inf356">
<mml:math id="m378">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula>) from the &#x201c;halo&#x201d; of all remaining disks in both configurations. This yields the probability of decreasing the Hamming distance from 1 to 0:<disp-formula id="e23">
<mml:math id="m379">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2265;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2212;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mn>4</mml:mn>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(10)</label>
</disp-formula>
</p>
<fig id="F8" position="float">
<label>FIGURE 8</label>
<caption>
<p>Hard-disk configurations, differing only in disk <inline-formula id="inf357">
<mml:math id="m380">
<mml:mrow>
<mml:mi>j</mml:mi>
<mml:mo>&#x3d;</mml:mo>
<mml:mn>4</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. Under the random-share coupling, the difference disappears if the disk <inline-formula id="inf358">
<mml:math id="m381">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is moved to a position outside the &#x201c;halo&#x201d; of other disks (see <xref ref-type="disp-formula" rid="e23">Equation 10</xref>). It is increased to two if the move of disk <inline-formula id="inf359">
<mml:math id="m382">
<mml:mrow>
<mml:mi>k</mml:mi>
<mml:mo>&#x2260;</mml:mo>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> would overlap with <inline-formula id="inf360">
<mml:math id="m383">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> in only one of the configurations (see <xref ref-type="disp-formula" rid="e24">Equation 11</xref>). Disks of radius <inline-formula id="inf361">
<mml:math id="m384">
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> are shown with their <inline-formula id="inf362">
<mml:math id="m385">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> halos.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g008.tif"/>
</fig>
<p>On the other hand, the Hamming distance can be increased from 1 to 2 if a disk different from <inline-formula id="inf363">
<mml:math id="m386">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> is moved less than <inline-formula id="inf364">
<mml:math id="m387">
<mml:mrow>
<mml:mn>2</mml:mn>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> away (that is, into the halo), of disk <inline-formula id="inf365">
<mml:math id="m388">
<mml:mrow>
<mml:mi>j</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> in one configuration but not in the other. The probability of increasing the Hamming distance from one to two can thus be bounded as:<disp-formula id="e24">
<mml:math id="m389">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2264;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mo>&#x2212;</mml:mo>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mfenced open="(" close=")">
<mml:mrow>
<mml:mfrac>
<mml:mrow>
<mml:mn>8</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:mfrac>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
</mml:mfenced>
<mml:mo>,</mml:mo>
</mml:mrow>
</mml:math>
<label>(11)</label>
</disp-formula>where the factor <inline-formula id="inf366">
<mml:math id="m390">
<mml:mrow>
<mml:mn>8</mml:mn>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>/</mml:mo>
<mml:mi>N</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> on the rhs arises from the difference between two &#x201c;halos&#x201d; of area <inline-formula id="inf367">
<mml:math id="m391">
<mml:mrow>
<mml:mn>4</mml:mn>
<mml:mi>&#x3c0;</mml:mi>
<mml:msup>
<mml:mrow>
<mml:mi>&#x3c3;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> for each of the disks <italic>j</italic> in the two configurations.</p>
<p>Again, for <inline-formula id="inf370">
<mml:math id="m394">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>0</mml:mn>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3e;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>p</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>&#x2192;</mml:mo>
<mml:mn>2</mml:mn>
</mml:mrow>
</mml:msub>
</mml:mrow>
</mml:math>
</inline-formula>, the expected Hamming distance between <inline-formula id="inf371">
<mml:math id="m395">
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf372">
<mml:math id="m396">
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> decreases after one step, for any two neighboring disk configurations, which can be assured for<disp-formula id="e25">
<mml:math id="m397">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>&#x3c;</mml:mo>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>path</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x3d;</mml:mo>
<mml:mfrac>
<mml:mrow>
<mml:mn>1</mml:mn>
</mml:mrow>
<mml:mrow>
<mml:mn>12</mml:mn>
</mml:mrow>
</mml:mfrac>
<mml:mo>.</mml:mo>
</mml:mrow>
</mml:math>
<label>(13)</label>
</disp-formula>
</p>
<p>It follows [<xref ref-type="bibr" rid="B13">13</xref>] that the Hamming distance between configurations <inline-formula id="inf373">
<mml:math id="m398">
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf374">
<mml:math id="m399">
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:math>
</inline-formula> that differ in the position of only one disk decreases in expectation at each step if the density is smaller than <inline-formula id="inf375">
<mml:math id="m400">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>12</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>.</p>
<p>As with the Edwards&#x2013;Anderson model, we now analyze the mean coupling time of the two-dimensional hard-disk model under the global Metropolis algorithm with the random-share coupling of <xref ref-type="disp-formula" rid="e22">Equation 9</xref>. In this case, we reanalyze the data obtained in Ref. [<xref ref-type="bibr" rid="B4">4</xref>], which we replot on the lhs of <xref ref-type="fig" rid="F9">Figure 9</xref>. The analogous scaling ansatz again provides an excellent fit of the data. The critical exponents do not differ significantly from those found in the Edwards&#x2013;Anderson model, suggesting the possibility of some underlying universality. However, uncovering the intricate physical picture behind this similarity remains an open question for future research. It should be noted that these critical exponents are not directly related to the critical phenomena of physical systems in the conventional sense. Rather, they characterize the &#x201c;phase transition&#x201d; in computational algorithms associated with the coupling of Markov chains. From an algorithmic perspective, these exponents are of significant interest as they provide insight into the inherent challenges in achieving fast coupling.</p>
<fig id="F9" position="float">
<label>FIGURE 9</label>
<caption>
<p>
<italic>Left</italic>: System-size dependence of the mean coupling time at various densities in two-dimensional hard disks (data from Ref. [<xref ref-type="bibr" rid="B4">4</xref>]). <italic>Right</italic>: Finite-size scaling plot of the coupling time with parameters <inline-formula id="inf376">
<mml:math id="m401">
<mml:mrow>
<mml:mi>&#x3c9;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.6</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, <inline-formula id="inf377">
<mml:math id="m402">
<mml:mrow>
<mml:mi>&#x3d5;</mml:mi>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>1.75</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>, and <inline-formula id="inf378">
<mml:math id="m403">
<mml:mrow>
<mml:msub>
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mtext>c</mml:mtext>
</mml:mrow>
</mml:msub>
<mml:mo>&#x2243;</mml:mo>
<mml:mn>0.128</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. The two dotted lines represent the expected high- and low-density asymptotic forms of the scaling function.</p>
</caption>
<graphic xlink:href="fphy-12-1507250-g009.tif"/>
</fig>
</sec>
<sec id="s4-3">
<title>4.3 Advanced hard-disk couplings, physical implications</title>
<p>The coupling approach to the hard-disk system has been intensely studied in recent years, and the random-share coupling of <xref ref-type="disp-formula" rid="e22">Equation 9</xref> only provides the simplest possible choice. A number of refined couplings have been proposed. The one proposed in Ref. [<xref ref-type="bibr" rid="B35">35</xref>] moves disks differently for the configuration <inline-formula id="inf379">
<mml:math id="m404">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>A</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and <inline-formula id="inf380">
<mml:math id="m405">
<mml:mrow>
<mml:msup>
<mml:mrow>
<mml:mi mathvariant="bold">X</mml:mi>
</mml:mrow>
<mml:mrow>
<mml:mi>B</mml:mi>
</mml:mrow>
</mml:msup>
</mml:mrow>
</mml:math>
</inline-formula> and reaches a path-coupling density of <inline-formula id="inf381">
<mml:math id="m406">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>8</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> (see <xref ref-type="table" rid="T2">Table 2</xref> for an overview). Building on this coupling, optimizing the metric reaches a limiting density of 0.154, which was later improved for a different algorithm to <inline-formula id="inf382">
<mml:math id="m407">
<mml:mrow>
<mml:mn>1</mml:mn>
<mml:mo>/</mml:mo>
<mml:mn>6</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula>. In addition to these rigorous bounds, numerical evidence for the birth&#x2013;death algorithm [<xref ref-type="bibr" rid="B56">56</xref>] points to a coupling density of <inline-formula id="inf383">
<mml:math id="m408">
<mml:mrow>
<mml:mo>&#x223c;</mml:mo>
<mml:mspace width="-0.1em"/>
<mml:mn>0.3</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> [<xref ref-type="bibr" rid="B4">4</xref>]. These densities, and especially the rigorously proven ones, are still quite far from the &#x201c;empirical&#x201d; transition density <inline-formula id="inf384">
<mml:math id="m409">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>&#x223c;</mml:mo>
<mml:mn>0.70</mml:mn>
</mml:mrow>
</mml:math>
</inline-formula> of the liquid phase, which was only in recent years understood to be toward a hexatic, and which bounds on a region <inline-formula id="inf385">
<mml:math id="m410">
<mml:mrow>
<mml:mi>&#x3b7;</mml:mi>
<mml:mo>&#x2208;</mml:mo>
<mml:mrow>
<mml:mo stretchy="false">[</mml:mo>
<mml:mrow>
<mml:mn>0.7</mml:mn>
<mml:mo>,</mml:mo>
<mml:mn>0.76</mml:mn>
</mml:mrow>
<mml:mo stretchy="false">]</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> without a homogeneous solution, and then giving rise to a mixture of the hexatic and the liquid.</p>
<p>The crucial connection between fast coupling (thus, fast mixing) and physical ordering was made for the hard-sphere case in Ref. [<xref ref-type="bibr" rid="B32">32</xref>], where it was proven that <inline-formula id="inf386">
<mml:math id="m411">
<mml:mrow>
<mml:mi mathvariant="monospace">O</mml:mi>
<mml:mrow>
<mml:mo stretchy="false">(</mml:mo>
<mml:mrow>
<mml:mi>N</mml:mi>
<mml:mspace width="0.3333em"/>
<mml:mtext>log</mml:mtext>
<mml:mspace width="0.3333em"/>
<mml:mi>N</mml:mi>
</mml:mrow>
<mml:mo stretchy="false">)</mml:mo>
</mml:mrow>
</mml:mrow>
</mml:math>
</inline-formula> random steps of the global Metropolis algorithm are insufficient to construct configurations with any kind of long-range order. Fast mixing of a single-particle algorithm, even a non-local one, thus implies that the resulting configuration (which is practically in equilibrium) has exponential spatial correlation functions. This, to all intents and purposes, shows the extension of the liquid phase. We believe that it does not, however, prove the convergence of the virial expansion [<xref ref-type="bibr" rid="B38">38</xref>] because of the possibility of a liquid&#x2013;liquid phase transition, which cannot be captured in a mixing-time argument.</p>
</sec>
</sec>
<sec sec-type="conclusion" id="s5">
<title>5 Conclusion</title>
<p>In this article, we have discussed the computational aspects of two of the most challenging models in statistical physics, namely, the Edwards&#x2013;Anderson model and the hard-disk model. In both these models, there are almost no rigorous results about the phase transitions in non-trivial physical dimensions, that is, above two dimensions for the spin model and above one dimension (away from close packing) for the particle system. Further connections are that the computational algorithms are mostly derivatives of the local-move heat-bath or Metropolis algorithm in both cases. Cluster algorithms have been developed for both systems [<xref ref-type="bibr" rid="B21">21</xref>, <xref ref-type="bibr" rid="B34">34</xref>], but they have not really been useful in the physically interesting dimensions. Finally, the two models are united by the fact that they are truly challenging in their physical interpretation: For the Edwards&#x2013;Anderson model, for a long time, even empirically, there was only a very rough agreed-on value of the transition temperature from the high-temperature paramagnetic phase, which was considerably sharpened in recent times only (see <xref ref-type="table" rid="T1">Table 1</xref>). No agreement has been reached on the nature of the low-temperature phase. For the hard-disk model, the now agreed-on transition scenario [<xref ref-type="bibr" rid="B5">5</xref>] was proposed only a decade ago, after more than 50 years of intense simulation. In that model, even the simplest algorithm, the local Metropolis algorithm, faces extreme challenges, as its irreducibility and ergodicity cannot be guaranteed in the constant-volume ensemble [<xref ref-type="bibr" rid="B11">11</xref>, <xref ref-type="bibr" rid="B33">33</xref>].</p>
<p>In this context, the coupling approach provides an interesting yet incomplete view of the high-temperature/low-density phases. In the Edwards&#x2013;Anderson model, one can easily establish the existence of a path-coupling temperature (see <xref ref-type="disp-formula" rid="e19">Equation 8</xref>), which we think provides a rigorous upper bound for the extension of the paramagnetic phase. For the hard-disk model, the program has been followed through completely, and the coupling result is the currently best lower bound for the extension of the liquid phase. It is fascinating how a result on the speed of a Monte Carlo algorithm can be derived from the behavior of two Markov chains (that is, from coupling) and can then be turned into a statement on the phase behavior. This fascination was sensed early on in the literature on damage spreading that, as we discussed, naturally connects to the path-coupling approach.</p>
<p>Damage spreading has created an extensive literature in physics, but, as we pointed out, that literature has concentrated on the specific random-share protocol, which gives the very low bounding density of <xref ref-type="disp-formula" rid="e25">Equation 12</xref> when translated to the hard-disk context. In particle systems, there has been much progress from improved couplings and optimized metrics (see <xref ref-type="table" rid="T2">Table 2</xref>), which we hope can be ported to spin glasses and, more generally, to disordered systems. It would be interesting to see whether our scaling approach can be applied to these more advanced couplings.</p>
</sec>
</body>
<back>
<sec sec-type="data-availability" id="s6">
<title>Data availability statement</title>
<p>The raw data supporting the conclusions of this article will be made available by the authors, without undue reservation.</p>
</sec>
<sec sec-type="author-contributions" id="s7">
<title>Author contributions</title>
<p>KH: writing&#x2013;original draft and writing&#x2013;review and editing. WK: writing&#x2013;original draft and writing&#x2013;review and editing.</p>
</sec>
<sec sec-type="funding-information" id="s8">
<title>Funding</title>
<p>The author(s) declare that financial support was received for the research, authorship, and/or publication of this article. This research was supported by a grant from the Simons Foundation (Grant 839534, MET). This work was also supported by JSPS KAKENHI Grant Nos. 23H01095, and JST Grant Number JPMJPF2221. This research was conducted within the context of the International Research Project &#x201c;<italic>Non-Reversible Markov chains, Implementations and Applications.</italic>&#x201d;</p>
</sec>
<ack>
<p>We thank J. L. Lebowitz for an inspiring discussion. KH would like to thank the Ecole Normale Sup&#xe9;rieure, ENS, for their kind hospitality during a research stay, which provided a productive environment and variable support for the completion of this work. The authors thank the Supercomputer Center, the Institute for Solid State Physics, and the University of Tokyo for the use of the facilities.</p>
</ack>
<sec sec-type="COI-statement" id="s9">
<title>Conflict of interest</title>
<p>The authors declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest.</p>
</sec>
<sec sec-type="ai-statement" id="s10">
<title>Generative AI statement</title>
<p>The author(s) declare that no Generative AI was used in the creation of this manuscript.</p>
</sec>
<sec sec-type="disclaimer" id="s11">
<title>Publisher&#x2019;s note</title>
<p>All claims expressed in this article are solely those of the authors and do not necessarily represent those of their affiliated organizations, or those of the publisher, the editors and the reviewers. Any product that may be evaluated in this article, or claim that may be made by its manufacturer, is not guaranteed or endorsed by the publisher.</p>
</sec>
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