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A hierarchical mean field model of interacting spins

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  • Dai Pra, Paolo
  • Formentin, Marco
  • Pelino, Guglielmo

Abstract

We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical diffusions of Ornstein–Uhlenbeck type. In particular, the diffusive variables enter in the spin-flip rates, effectively acting as dynamical magnetic fields. In absence of the diffusions, the spin-flip dynamics can be thought of as a modification of the Curie–Weiss model. We study the mean field and the two-level hierarchical model, in the latter case restricting to a subcritical regime, corresponding to high temperatures, obtaining macroscopic limits at different spatio-temporal scales and studying the phase transitions in the system. We also formulate a generalization of our results to the kth level hierarchical case, for any k finite, in the subcritical regime. We finally address the supercritical regime, in the zero-temperature limit, for the two-level hierarchical case, proceeding heuristically with the support of numerics.

Suggested Citation

  • Dai Pra, Paolo & Formentin, Marco & Pelino, Guglielmo, 2021. "A hierarchical mean field model of interacting spins," Stochastic Processes and their Applications, Elsevier, vol. 140(C), pages 287-338.
    • Handle: RePEc:eee:spapps:v:140:y:2021:i:c:p:287-338
    DOI: 10.1016/j.spa.2021.06.011
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    References listed on IDEAS

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    1. Graham, Carl, 1992. "McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets," Stochastic Processes and their Applications, Elsevier, vol. 40(1), pages 69-82, February.
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