The Curvature Effect in Gaussian Random Fields

01/31/2022
by   Alexandre L. M. Levada, et al.
0

Random field models are mathematical structures used in the study of stochastic complex systems. In this paper, we compute the shape operator of Gaussian random field manifolds using the first and second fundamental forms (Fisher information matrices). Using Markov Chain Monte Carlo techniques, we simulate the dynamics of these random fields and compute the Gaussian curvature of the parametric space, analyzing how this quantity changes along phase transitions. During the simulation, we have observed an unexpected phenomenon that we called the curvature effect, which indicates that a highly asymmetric geometric deformation happens in the underlying parametric space when there are significant increase/decrease in the system's entropy. This asymmetric pattern relates to the emergence of hysteresis, leading to an intrinsic arrow of time along the dynamics.

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