Abstract. We use the cavity method to study parallel dynamics of disordered Ising models on a graph. In particular, we derive a set of recursive equations in single site probabilities of paths propagating along the edges of the graph. These equations are analogous to the cavity equations for equilibrium models and are exact on a tree.On graphs with exclusively directed edges we find an exact expression for the stationary distribution of the spins. We present the phase diagrams for an Ising model on an asymmetric Bethe lattice and for a neural network with Hebbian interactions on an asymmetric scale-free graph.For graphs with a nonzero fraction of symmetric edges the equations can be solved for a finite number of time steps. Theoretical predictions are confirmed by simulation results.Using a heuristic method, the cavity equations are extended to a set of equations that determine the marginals of the stationary distribution of Ising models on graphs with a nonzero fraction of symmetric edges. The results of this method are discussed and compared with simulations.

We study the behavior of the inverse participation ratio and the localization transition in infinitely large random matrices through the cavity method. Results are shown for two ensembles of random matrices: Laplacian matrices on sparse random graphs and fully connected Lévy matrices. We derive a critical line separating localized from extended states in the case of Lévy matrices. Comparison between theoretical results and diagonalization of finite random matrices is shown.

We present a new class of methods for the global optimization of continuous variables based on simulated annealing (SA). The coupled SA (CSA) class is characterized by a set of parallel SA processes coupled by their acceptance probabilities. The coupling is performed by a term in the acceptance probability function, which is a function of the energies of the current states of all SA processes. A particular CSA instance method is distinguished by the form of its coupling term and acceptance probability. In this paper, we present three CSA instance methods and compare them with the uncoupled case, i.e., multistart SA. The primary objective of the coupling in CSA is to create cooperative behavior via information exchange. This aim helps in the decision of whether uphill moves will be accepted. In addition, coupling can provide information that can be used online to steer the overall optimization process toward the global optimum. We present an example where we use the acceptance temperature to control the variance of the acceptance probabilities with a simple control scheme. This approach leads to much better optimization efficiency, because it reduces the sensitivity of the algorithm to initialization parameters while guiding the optimization process to quasioptimal runs. We present the results of extensive experiments and show that the addition of the coupling and the variance control leads to considerable improvements with respect to the uncoupled case and a more recently proposed distributed version of SA.

A new method is presented to study supersymmetric quantum mechanics. Using relative scattering techniques, basic relations are derived between Krein's spectral shift function, the Witten index, and the anomaly. The topological invariance of the spectral shift function is discussed. The power of this method is illustrated by treating various models and calculating explicitly the spectral shift function, the Witten index, and the anomaly. In particular, a complete treatment of the two-dimensional magnetic field problem is given, without assuming that the magnetic flux is quantized.

Using a probabilistic approach we study the parallel dynamics of fully connected Q-Ising neural networks for arbitrary Q. A Lyapunov function is shown to exist at zero temperature. A recursive scheme is set up to determine the time evolution of the order parameters through the evolution of the distribution of the local field. As an illustrative example, an explicit analysis is carried out for the first three time steps. For the case of the Q = 3 model these theoretical results are compared with extensive numerical simulations. Finally, equilibrium fixed-point equations are derived and compared with the thermodynamic approach based upon the replica-symmetric mean-field approximation.