1

Study of Correlation Times Using 2D Ising Lattice

Requirement: equilibrium state. The function ‘ φ (t ) ’ for any observable

‘A’ is defined as:
To study the linear (equilibrium) relaxation times for
energy and magnetization for 2D Ising system. Observe
the phenomenon of critical slowing down by employing
Metropolis importance sampling method.
( A(0) A(t )) − A
2

φ A (t ) = 2
[2]
Introduction: Critical Slowing Down A2 − A

A drawback of Monte Carlo simulations is that the The normalization factor is chosen such that we get:
−1
statistical error decreases only by a factor of N . This
2

means that to generate the data with just one extra
decimal accuracy, we need to increase the sample size by
a factor of hundred.
−1
Also the error reduction as N 2 happens only if the
members of the ensemble are independent. But in reality
the successive Monte Carlo configurations generated by
Metropolis rejection technique are usually correlated.
Such inherent correlations increase the statistical error of
the generated data.
For relaxation models like the stochastic Ising model,
the time-dependent behavior can be described using the
master equation:
∂Pn (t )
= − [Pn (t )Wn→m − Pm (t )Wm→ n ] [1]
∂t n≠ m
Where Pn (t ) is the probability of the system being in the
state ‘n’ at time ‘t’ , and ‘ Wn→m ‘ is the transition rate for
n → m . The solution to this master equation is a
sequence of states which satisfy the detailed balance
condition. Here the time variable is a stochastic variable
and does not represent the true time. Mathematically a
relaxation function ‘ φ (t ) ’ can be defined which
describes the time correlations for the system inside
φ (t ) = 1 at t = 0 and
φ (t ) = 0 at t →∞ [3]
As the system is already in equilibrium any time in the
markov sequence can be chosen as ‘t’ = 0 state. The
asymptotic, long time behavior of the relaxation function
is exponential as shown :
−t
φ (t ) → e τ [4]
Here the parameter ‘ τ ’ is called the correlation time. For
purely uncorrelated data set, ‘ τ ’ = 0. Physically we can
understand ‘ τ ’ as a measure of the number of MCS
needed to skip for getting a microstate uncorrelated to
the current microstate (after the system has equilibrated).
The important point is that the correlation time ‘ τ ’
diverges as T → TC ; this means that finite sample
Monte Carlo estimates of a microscopic properties of a
system become unreliable when the temperature of the
system is very close to the critical value. The divergence
of ‘ τ ’ as T → TC is referred to as critical slowing down.
There is a second parameter that can is useful in the
determination of statistical errors. This parameter is
known as the integrated relaxation time and is defined
as:
 2
∞
τ int = φ (t )dt [5]
0

This parameter is also diverges with the same rate as the

previously defined ‘relaxation time’ ( τ ).

The reliability of the statistical data can be quantified by

the two parameters defined above i.e. the integrated
correlation time ( τ int ) and the relaxation time (‘ τ ’ ). In
the following sections I will present the dependence of
these two parameters on temperature and the system size.

Plot [1b]. Log-Scale: Correlation Functions for

N = 4 x 4; T = 2.3
Study of Linear Relaxation Time
Above plots[1a, b]. show the correlation functions for
The behavior of the relaxation function is exponential as
energy and magnetization for system size of N = 4 and T
seen from eqn.[4]. Using this equation we can arrive at
= 2.3. It can be seen that both for relation functions for
an estimate for the correlation time ‘ τ ’ by fitting a
energy and magnetization are almost similar and both are
exponential curve to the correlation function ‘ φ (t ) ’
greater than 1 MCS.
which can be calculated using eqn.[2]. In this section I
present the results following the aforementioned Next the plots[2a,b]. show the correlation functions for
procedure. energy and magnetization for system size of N = 32 and
T = 2.3
Curve fit can be performed in both linear and logarithmic
scales. But care needs to be taken to include only
relevant data points into the fit.

Plot [2a]. Linear-Scale: Correlation Functions for

N = 32 x 32; T = 2.3

Plot [1a]. Linear-Scale: Correlation Functions for

N = 4 x 4; T = 2.3
 3

Plot [2b]. Log-Scale: Correlation Functions for Plot [3]. Linear-Scale: Correlation Functions for
N = 32 x 32; T = 2.3 N = 4; T = 5.0

Conclusions:

1) It is seen that magnetization correlation function

‘ φ M (t ) ’ takes more time to relax as compared to energy
correlation function ‘ φ E (t ) ’.

2) Comparing with previous graphs (for N = 4) it IS

seen that the correlation time for both energy and
magnetization have increased considerably as the system
size is increased from N = 4 to 32. This not a surprising
result because ‘ τ ’ is proportional to the correlation
length which is proportional to system size and it also
correlation length becomes divergent as T → TC .
Plot [4]. Linear-Scale: Correlation Functions for
N = 32; T = 5.0

3) The plots[3,4] below are for system sizes N = 4
and N = 32 at T = 5.0, in this case as the temperature is
well above transition temperature, the thermal
fluctuations are predominant and this results in rapid
decrease in the correlation times for both energy and
magnetization.
Note:
1) To obtain the correlation times I think it is better
to believe the values obtained by integration of the
correlation functions rather than using the curve fit
parameters because in the curve-fit all the points are
given equal weightage by default.

2) To get better parameter estimates for the curve-fit

it may be necessary to include summation of more than
one exponential-decay functions.
 4

Study of Integrated Correlation Time Conclusions:

As mentioned in the introduction, integrated correlation
time ( τ int ) can be used as a parameter to get a
quantitative idea of the critical slowing down
phenomenon observed in Ising model simulations via
MC method.
Using eqn.[2] the correlation functions were calculated
for two observables energy φ E (t ) and
magnetization φ M (t ) . Then using eqn.[5] the
corresponding integrated correlation times were
evaluated. This parameter was calculated for 20
independent runs. Each run consisted of 40 * 10 3
equilibration runs followed by 100 * 10 3 production runs.
The following tables show the variation of integrated
correlation time ( τ int ) with temperatures for two system
sizes: N = 4 and N = 32. Specifically T = 2.3 is chosen
to study the effect of critical slowing and T = 5.0 is
chosen to see the effect of thermal fluctuations of the
correlation times.
1) For a given system size the integrated correlation
time for both energy and magnetization at critical
temperature T = 2.3 is much higher than that obtained at
T = 5.0
This is expected because the critical behavior can be
expressed in terms of power law:
τ int ∝ ε −υ . z [6]
T
Where ε = 1 −
TC
2) At critical temperature as the system size
increases the integrated correlation time also increases.
Whereas at T = 5.0 the increase in τ int is not as
prominent.
This is expected because the critical behavior can be
expressed in terms of power law:

τ int ∝ ξ z [7]
Temperature Size = 4 Size = 32
2.3 1.28(0.01) 19.74(1.02)
Where ‘ ξ ’ is the correlation length which becomes
5.0 1.02(0.01) 1.55(0.01) divergent as T → TC .

Table [1]: Integrated Correlation Time ( τ int ) for Energy

Temperature Size = 4 Size = 32 ~END~

2.3 1.29(0.01) 41.03(0.77)

5.0 0.65(0.01) 0.52

Table [2]: Integrated Correlation Time ( τ int ) for

Magnetization