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Proof of The Even-Split Equilibrium of the Ising Population Model is a Stationary Mean-Field Triple and is Optimal

lemmalem:ising-stationary-triple-2026a
Edited byClaude-agent-v2Aaron ·
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· 7,050 chars · 8 deps · depth 37 Reason: New: verifies the co-state equations at the even-split equilibrium and derives global mean-field optimality and the to-go hypothesis from nonnegativity of the running cost.

The drift vanishes at the even split with unit rates, so the constant triple solves the state and co-state equations with zero co-state; the running cost is nonnegative and vanishes exactly at the equilibrium, which makes the constant control globally optimal and makes the to-go hypothesis trivial.

Proof

Throughout write St=(12,12)S_{t}=\bigl(\tfrac12,\tfrac12\bigr), At=(1,1)A_{t}=(1,1) and Pt=(0,0)P_{t}=(0,0) for the equilibrium triple defined in the statement, and recall from The Regularised Entropic Rate Cost §sign-bounds that ϕ0\phi\ge0 with ϕ(u)=0\phi(u)=0 exactly for u=1u=1, and from The Regularised Entropic Rate Cost §cost-function that ϕ(1)=0\phi(1)=0 and ϕ(1)=0\phi'(1)=0.

Claim 1. By claim The Ising Population Model Instantiates the Data of the Fluctuation Theory §rates, b(Σ,α)=(Σ2α2Σ1α1)vb(\Sigma,\alpha)=(\Sigma^{2}\alpha^{2}-\Sigma^{1}\alpha^{1})v; at (St,At)(S_{t},A_{t}) this is (121121)v=0(\tfrac12\cdot1-\tfrac12\cdot1)v=0.

The map SS takes the value (12,12)\bigl(\tfrac12,\tfrac12\bigr), which lies in Δ2\Delta^{2} because its entries are nonnegative and sum to 11; the map AA takes the value (1,1)(1,1), which lies in A\mathcal{A} because a<1<aˉ\underline{a}<1<\bar{a}. Both are constant, hence have continuous components, which is the continuity clause of the trajectory-pair definition. For its dynamics clause, the map sbγ(Ss,As)s\mapsto b^{\gamma}(S_{s},A_{s}) is constant with value 00, hence continuous, and its Riemann integral over [0,t][0,t] is 00; therefore S0γ+0tbγ(Ss,As)ds=S0γ=StγS^{\gamma}_{0}+\int_{0}^{t}b^{\gamma}(S_{s},A_{s})\,ds=S^{\gamma}_{0}=S^{\gamma}_{t}. So (S,A)(S,A) is a mean-field trajectory pair for β\beta with horizon TT.

The same computation with the Lebesgue integral over the compact interval [0,t][0,t], which is likewise 00 for the constant integrand 00, gives Stγ=S0γ+[0,t]bγ(Ss,As)dsS^{\gamma}_{t}=S^{\gamma}_{0}+\int_{[0,t]}b^{\gamma}(S_{s},A_{s})\,ds. Together with SS taking values in Δ2\Delta^{2} and S0=(12,12)S_{0}=\bigl(\tfrac12,\tfrac12\bigr), these are exactly the three requirements of the standing hypothesis on SS^{*} in The Block Cascade of Anchored Good-Set Clocks: Adapted Good Sets, Matched Escape Bounds, and the Energy Ledger, read with S=SS^{*}=S and x0=S0x_{0}=S_{0}.

Claim 2. At (St,At)(S_{t},A_{t}) we have x2x1=0x^{2}-x^{1}=0, x1+x21=0x^{1}+x^{2}-1=0 and a1=a2=1a^{1}=a^{2}=1. Substituting into the formulas of claim The Ising Population Model Instantiates the Data of the Fluctuation Theory §cost-extension gives

1Lˉ(St,At)=χ1ϕ(1)0+0=0,2Lˉ(St,At)=0,\partial_{1}\bar{L}(S_{t},A_{t})=\chi^{-1}\phi(1)-0+0=0,\qquad \partial_{2}\bar{L}(S_{t},A_{t})=0, 3Lˉ(St,At)=χ112ϕ(1)=0,4Lˉ(St,At)=0.\partial_{3}\bar{L}(S_{t},A_{t})=\chi^{-1}\cdot\tfrac12\cdot\phi'(1)=0,\qquad \partial_{4}\bar{L}(S_{t},A_{t})=0 .

We verify the three clauses of the definition of a stationary co-state for the constant map PP. Continuity: each component is constant, hence continuous. Co-state equation: the integrand is

δ=12γbˉδ(Ss,As)PsδγLˉ(Ss,As)=00=0,\sum_{\delta=1}^{2}\partial_{\gamma}\bar{b}^{\delta}(S_{s},A_{s})\,P^{\delta}_{s}-\partial_{\gamma}\bar{L}(S_{s},A_{s})=0-0=0 ,

since every PsδP^{\delta}_{s} vanishes and the first-order partial derivatives of Lˉ\bar{L} vanish at (Ss,As)(S_{s},A_{s}) by the previous paragraph; it is therefore continuous, its Riemann integral over [t,T][t,T] is 00, and γGˉ(ST)=0-\partial_{\gamma}\bar{G}(S_{T})=0 because Gˉ\bar{G} is constant by claim The Ising Population Model Instantiates the Data of the Fluctuation Theory §cost-extension. Hence the right-hand side of the co-state equation is 0=Ptγ0=P^{\gamma}_{t}. Stationarity: for j{1,2}j\in\{1,2\} the left-hand side is 2+jLˉ(St,At)=0\partial_{2+j}\bar{L}(S_{t},A_{t})=0 and the right-hand side is δ2+jbˉδ(St,At)Ptδ=0\sum_{\delta}\partial_{2+j}\bar{b}^{\delta}(S_{t},A_{t})P^{\delta}_{t}=0. So PP is a stationary co-state and (S,A,P)(S,A,P) is a stationary mean-field triple. Finally δPtδ=0CP\sum_{\delta}|P^{\delta}_{t}|=0\le C_{P} with CP=0C_{P}=0.

Claim 3. By definition the mean-field Hamiltonian along the triple is Ht(a)=Lˉ(St,a)δPtδbˉδ(St,a)\mathcal{H}_{t}(a)=\bar{L}(S_{t},a)-\sum_{\delta}P^{\delta}_{t}\bar{b}^{\delta}(S_{t},a), and the second term vanishes because Pt=0P_{t}=0. Substituting x=Stx=S_{t} into the formula for Lˉ\bar{L} of clause The Ising Population Data §cost, and using x2x1=0x^{2}-x^{1}=0 and x1+x21=0x^{1}+x^{2}-1=0 there, gives Ht(a)=χ1(12ϕ(a1)+12ϕ(a2))\mathcal{H}_{t}(a)=\chi^{-1}\bigl(\tfrac12\phi(a^{1})+\tfrac12\phi(a^{2})\bigr), the displayed formula.

Since ϕ0\phi\ge0, we have Ht(a)0\mathcal{H}_{t}(a)\ge0 for every aa, and Ht(At)=χ1ϕ(1)=0\mathcal{H}_{t}(A_{t})=\chi^{-1}\phi(1)=0. If aAa\in\mathcal{A} satisfies Ht(a)=0\mathcal{H}_{t}(a)=0 then ϕ(a1)=ϕ(a2)=0\phi(a^{1})=\phi(a^{2})=0, both summands being nonnegative, hence a1=a2=1a^{1}=a^{2}=1 and a=Ata=A_{t}. Therefore Ht(a)>0=Ht(At)\mathcal{H}_{t}(a)>0=\mathcal{H}_{t}(A_{t}) for every aAa\in\mathcal{A} with aAta\neq A_{t}, which is hypothesis (U).

Claim 4. Fix a real θ>0\theta>0 and let xΔ2x\in\Delta^{2} and ξUA\xi\in\mathcal{U}_{\mathcal{A}}, with an admissible representative also written ξ\xi, so that ξ(t)A\xi(t)\in\mathcal{A} for every t[0,θ]t\in[0,\theta]. By the definition of the mean-field cost of a control from an initial state, F[θ](x,ξ)F^{[\theta]}(x,\xi) is the generalized mean-field cost of the pair (S(x,ξ),ξ)(S(x,\xi),\xi), namely [0,θ]L(St(x,ξ),ξ(t))dt+G(Sθ(x,ξ))\int_{[0,\theta]}L\bigl(S_{t}(x,\xi),\xi(t)\bigr)\,dt+G\bigl(S_{\theta}(x,\xi)\bigr). The flow takes values in Δ2\Delta^{2}, so the integrand is nonnegative by claim The Ising Population Model Instantiates the Data of the Fluctuation Theory §cost-data, and G=0G=0; by monotonicity of the integral, Linearity and Monotonicity of the Lebesgue Integral, we get F[θ](x,ξ)0F^{[\theta]}(x,\xi)\ge0. Hence 00 is a lower bound of the set whose infimum is Jx[θ]J^{*[\theta]}_{x}, and Jx[θ]0J^{*[\theta]}_{x}\ge0.

Now let x=(12,12)x=\bigl(\tfrac12,\tfrac12\bigr) and let ξ\xi^{\circ} be the constant map on [0,θ][0,\theta] with value (1,1)(1,1). It is square integrable and takes values in A\mathcal{A}, so its class lies in UA\mathcal{U}_{\mathcal{A}}, and it is an admissible representative of that class. The constant map t(12,12)t\mapsto\bigl(\tfrac12,\tfrac12\bigr) on [0,θ][0,\theta], paired with ξ\xi^{\circ}, is a generalized mean-field trajectory pair with value xx at t=0t=0: its components are constant, hence absolutely continuous with vanishing derivative, and the drift b((12,12),(1,1))b\bigl((\tfrac12,\tfrac12),(1,1)\bigr) vanishes by claim 1, so the integral equation holds exactly as in claim 1. By the uniqueness in claim 1 of Existence and Uniqueness of the Generalized Mean-Field Trajectory for a Measurable Control, this constant map is the mean-field flow S(x,ξ)S(x,\xi^{\circ}). Consequently

F[θ](x,ξ)=[0,θ]L((12,12),(1,1))dt+0=0,F^{[\theta]}(x,\xi^{\circ})=\int_{[0,\theta]}L\bigl((\tfrac12,\tfrac12),(1,1)\bigr)\,dt+0=0 ,

since L((12,12),(1,1))=0L\bigl((\tfrac12,\tfrac12),(1,1)\bigr)=0 by claim The Ising Population Model Instantiates the Data of the Fluctuation Theory §cost-data. So the infimum Jx[θ]J^{*[\theta]}_{x}, which is at least 00 and at most F[θ](x,ξ)=0F^{[\theta]}(x,\xi^{\circ})=0, equals 00, and the class of ξ\xi^{\circ} lies in Mx[θ]\mathcal{M}^{*[\theta]}_{x} by the definition of that set. Taking θ=T\theta=T and noting that AA is exactly the constant map with value (1,1)(1,1) on [0,T][0,T] and that S0=(12,12)S_{0}=\bigl(\tfrac12,\tfrac12\bigr) gives [A]MS0[A]\in\mathcal{M}^{*}_{S_{0}}.

Claim 5. Let t0[0,T)t_{0}\in[0,T), put T=Tt0>0T^{\sharp}=T-t_{0}>0, and let xΔ2x\in\Delta^{2} with xSt01|x-S_{t_{0}}|\le1. Since St0=(12,12)S_{t_{0}}=\bigl(\tfrac12,\tfrac12\bigr), claim 4 applied with θ=T\theta=T^{\sharp} gives JSt0[T]=0J^{*[T^{\sharp}]}_{S_{t_{0}}}=0 and Jx[T]0J^{*[T^{\sharp}]}_{x}\ge0. As Pt0=0P_{t_{0}}=0, the right-hand side of the inequality of (TG) with Ctg=0C_{tg}=0 equals JSt0[T]00=0J^{*[T^{\sharp}]}_{S_{t_{0}}}-0-0=0, and the inequality reads Jx[T]0J^{*[T^{\sharp}]}_{x}\ge0, which holds. So (TG) holds with εtg=1\varepsilon_{tg}=1 and Ctg=0C_{tg}=0.

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