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# Lipschitzian Regularity of the Minimizing Trajectories for Nonlinear Optimal Control ProblemsThis research was partially presented, as an oral communication, at the international conference EQUADIFF 10, Prague, August 27–31, 2001. Accepted for publication in the journal Mathematics of Control, Signals, and Systems (MCSS).

## 1 Introduction

Given a Lagrangian $`L:\times ^n\times ^r`$, a dynamical equation $`\dot{x}(t)=\phi (t,x(t),u(t))`$, and boundary conditions $`x(a)=A`$, $`x(b)=B^n`$, we consider the problem of finding a control $`u()L_1([a,b];^r)`$ such that the corresponding state trajectory $`x()W_{1,\mathrm{\hspace{0.17em}1}}([a,b];^n)`$ of the dynamical equation satisfies the boundary conditions, and the pair $`(x(),u())`$ minimizes the functional $`J[x(),u()]:=_a^bL(t,x(t),u(t))dt`$. We establish Lipschitzian regularity conditions for the minimizing trajectories of such optimal control problems. Lipschitzian regularity has a number of important implications. For example in control engineering applications, where optimal strategies are implemented by computer, the choice of discretization and numerical procedures depends on minimizer regularity . Lipschitzian regularity of optimal trajectories also precludes occurrence of the undesirable Lavrentiev phenomenon  and provides the validity of known necessary optimality conditions under hypotheses of existence theory . The techniques of the existence theory use compactness arguments which require to work with measurable control functions from $`L_p,\mathrm{\hspace{0.17em}1}p<\mathrm{}`$ . On the other hand, standard necessary conditions for optimality, such as the classical Pontryagin maximum principle , put certain restrictions on the optimal controls – namely, *a priori* assumption that they are essentially bounded. Examples are known, even for polynomial Lagrangians and linear dynamics , for which optimal controls predicted by the existence theory are unbounded and fail to satisfy the Pontryagin maximum principle . If we are able to assure that a minimizer $`(\stackrel{~}{x}(t),\stackrel{~}{u}(t))`$, $`atb`$, of our problem is such that $`\stackrel{~}{u}()`$ is essentially bounded, then the solutions can be identified via the Pontryagin maximum principle. As far as $`\phi (t,\stackrel{~}{x}(t),\stackrel{~}{u}(t))`$ is bounded, it also follows that the optimal trajectory $`\stackrel{~}{x}()`$ is Lipschitzian. Similarly, the Hamiltonian adjoint multipliers $`\stackrel{~}{\psi }()`$ of the Pontryagin maximum principle turn out to be Lipschitzian either. Thus, regularity theory justifies searching for minimizers among extremals and establishes a weaker form of the maximum principle in which the Hamiltonian adjoint multipliers are not required to be absolutely continuous but merely Lipschitzian.

The study of Lipschitzian regularity conditions has received few attention when compared with existence theory or necessary conditions, which have been well studied since the fifties and sixties. The question of Lipschitzian regularity, for the general Lagrange problem of optimal control, seems difficult, and attention have been on particular dynamics. Most part of results in this direction refers to problems of the calculus of variations. First results on Lipschitzian regularity for the basic problem of the calculus of variations – $`\phi (u)=u`$ – belong to L. Tonelli and S. Bernstein. Some further results have been obtained by C. B. Morrey and more recently by F. H. Clarke and R. B. Vinter among others. For a survey see \[9, Ch. 2\] or \[35, Ch. 11\]. Less is known for the Lagrange problem of optimal control. Problems whose dynamics is linear and time invariant – $`\phi (x,u)=Ax+Bu`$ – were addressed in . The result is obtained imposing conditions under which the problem is reduced into a problem of the calculus of variations and then using the results available in the literature. Recently, a new approach to the Lipschitzian regularity has been developed by A. Sarychev and the author in , which allows to deal with a wide class of optimal control problems with control-affine dynamics – $`\phi (t,x,u)=f(t,x)+g(t,x)u`$. As particular cases they include the problems of the calculus of variations treated before. The approach is based in the reduction of the problem to a time-optimal control problem, on the subsequent compactification of the space of admissible controls, and utilization of the Pontryagin’s maximum principle . The conditions of Lipschitzian regularity arise from the conditions of applicability of the Pontryagin’s maximum principle  to the latter problem and from its equations Lipschitzian regularity of the corresponding minimizer of the initial problem is established. For a survey see . The main result of  can be summarized in the following theorem:

###### Theorem 1 ($`\phi (𝐭,𝐱,𝐮)=𝐟(𝐭,𝐱)+𝐠(𝐭,𝐱)𝐮`$).

If $`g(t,x)`$ has complete rank $`r`$ for all $`t`$ and $`x`$; $`L(,,)`$, $`f(,)`$, $`g(,)`$ are $`C^1`$ smooth; and the following conditions are satisfied:

there exist a function $`\theta :`$ and $`\zeta `$ such that

$$L(t,x,u)\theta \left(u\right)>\zeta ,(t,x,u),$$

$$\underset{r+\mathrm{}}{lim}\frac{\theta \left(r\right)}{r}=+\mathrm{};$$

there exist constants $`\gamma `$, $`\beta `$, $`\eta `$ and $`\mu `$, with $`\gamma >0`$, $`\beta <2`$ and $`\mu \mathrm{max}\{\beta 2,2\}`$, such that the inequality

$$\left(\left|L_t\right|+\left|L_{x^i}\right|+L\phi _tL_t\phi +L\phi _{x^i}L_{x^i}\phi \right)u^\mu \gamma L^\beta +\eta ,$$

holds for all $`t[a,b]`$, $`x^n`$, $`u^r`$, $`i\{1,\mathrm{},n\}`$;

then all the minimizers $`\stackrel{~}{u}()`$ of the problem, which are not abnormal extremal controls, are essentially bounded on $`[a,b]`$.

Results for general nonlinear dynamics, which is nonlinear both in state and control variables, are lacking. To deal with the problem we make use of a different auxiliary optimal control problem than the one in  (Section 2), which is obtained using an idea of time reparameterization that proved to be useful in many different contexts – see e.g. \[19, Sec. 10\], , \[20, Lec. 13\], \[5, p. 46\], , , , \[24, Ch. 5\], \[21, p. 29\], and . At the core of our proof techniques is the study of the relation between the minimizers and admissible trajectory-control pairs of the original and auxiliary problems (Section 3) and how the Pontryagin extremals are related (Section 4). Applying weak necessary conditions than the Pontryagin’s maximum principle , for example the ones found in , to minimizers of the auxiliary problem, then one is able to obtain, from the established relations between minimizers and extremals, the desired regularity properties for the minimizers of the original problem (Section 5). Examples which possess minimizers according to the existence theory and to which our results are applicable while previously known Lipschitzian regularity conditions fail are provided (Section 6).

## 2 Formulation of Problems $`(𝐏)`$, $`(𝐏_\tau )`$ and $`(𝐏_\tau [𝐰()])`$

We are interested in the study of Lipschitzian regularity conditions for the Lagrange problem of optimal control with arbitrary boundary conditions. For that is enough to consider the case when the boundary conditions are fixed: $`x(a)=A`$ and $`x(b)=B`$. Indeed, if $`\stackrel{~}{x}()`$ is a minimizing trajectory for a Lagrange problem with any other kind of boundary conditions, then $`\stackrel{~}{x}()`$ is also a minimizing trajectory for the corresponding fixed boundary problem with $`A=\stackrel{~}{x}(a)`$ and $`B=\stackrel{~}{x}(b)`$. The data for our problem is then

$$[\begin{array}{c}a,b(a<b)\\ A,B^n\\ L:\times ^n\times ^r\\ \phi :\times ^n\times ^r^n\text{.}\end{array}$$
(1)
We assume $`L(,,),\phi (,,)C`$, and $`\phi (,,u),\phi (,,u)C^1`$. (Smoothness hypotheses on $`L`$ and $`\phi `$ can be weakened, as is discussed later in connection with the Pontryagin maximum principle.) The Lagrange problem of optimal control is defined as follows.

Problem $`(𝐏)`$.

$$I[x(),u()]=_a^bL(t,x(t),u(t))dt\mathrm{min}$$

$$[\begin{array}{c}x()W_{1,\mathrm{\hspace{0.17em}1}}([a,b];^n),u()L_1([a,b];^r)\\ \dot{x}(t)=\phi (t,x(t),u(t)),a.e.t[a,b]\\ x(a)=A,x(b)=B\text{.}\end{array}$$
(2)
The overdot denotes differentiation with respect to $`t`$, while the prime will be used in the sequel to denote differentiation with respect to $`\tau `$. To derive conditions assuring that the optimal controls $`\stackrel{~}{u}()`$ of problem $`(P)`$ are essentially bounded, $`\stackrel{~}{u}()L_{\mathrm{}}`$, two auxiliary problems, defined with the same data (1), will be used.

Problem $`(𝐏_\tau )`$.

$$J[t(),z(),v(),w()]=_a^bL(t(\tau ),z(\tau ),w(\tau ))v(\tau )d\tau \mathrm{min}$$

$$[\begin{array}{c}t()W_{1,\mathrm{}}([a,b];),z()W_{1,\mathrm{\hspace{0.17em}1}}([a,b];^n)\\ v()L_{\mathrm{}}([a,b];[0.5,\mathrm{\hspace{0.17em}1.5}]),w()L_1([a,b];^r)\\ \{\begin{array}{cc}t^{}(\tau )=v(\tau )\hfill & \\ z^{}(\tau )=\phi (t(\tau ),z(\tau ),w(\tau ))v(\tau )\hfill & \end{array}\\ t(a)=a,t(b)=b\\ z(a)=A,z(b)=B.\end{array}$$
(3)
###### Remark 2.

The fact that the control variable $`v()`$ takes on its values in the set $`[0.5,\mathrm{\hspace{0.17em}1.5}]`$, guarantees that $`t(\tau )`$ has an inverse function $`\tau (t)`$.

Problem $`(P)`$ is actually equivalent to problem $`(P_\tau )`$, in the sense that problem $`(P)`$ can be formally transformed into problem $`(P_\tau )`$ by considering $`t`$ as a dependent variable and introducing a one to one Lipschitzian transformation $`[a,b]t\tau [a,b]`$. Both problems have the same minimum value and a direct relation between admissible state-control pairs (cf. Section 3).

The following problem is the same as problem $`(P_\tau )`$ except that $`w()L_1([a,b];^r)`$ is fixed and the functional is to be minimized only over $`t()`$, $`z()`$ (the state variables) and $`v()`$ (the control variable).

Problem $`\left(𝐏_\tau [𝐰()]\right)`$.

$$K[t(),z(),v()]=_a^bF(\tau ,t(\tau ),z(\tau ),v(\tau ))d\tau \mathrm{min}$$

$$[\begin{array}{c}t()W_{1,\mathrm{}}([a,b];),z()W_{1,\mathrm{\hspace{0.17em}1}}([a,b];^n)\\ v()L_{\mathrm{}}([a,b];[0.5,\mathrm{\hspace{0.17em}1.5}])\\ \{\begin{array}{cc}t^{}(\tau )=v(\tau )\hfill & \\ z^{}(\tau )=f(\tau ,t(\tau ),z(\tau ),v(\tau ))\hfill & \end{array}\\ t(a)=a,t(b)=b\\ z(a)=A,z(b)=B,\end{array}$$

where $`F(\tau ,t,z,v)=L(t,z,w(\tau ))v`$, $`f(\tau ,t,z,v)=\phi (t,z,w(\tau ))v`$.

###### Remark 3.

Problem $`(P_\tau )`$ is autonomous while $`(P)`$ and $`\left(P_\tau [w()]\right)`$ are not.

The relation between problem $`(P)`$ and problem $`\left(P_\tau [w()]\right)`$ is discussed in the following two sections.

## 3 Relation Between the Solutions of the Problems

Let us begin to determine the relation between admissible pairs for problem $`(P)`$ and admissible quadruples for problem $`(P_\tau )`$.

###### Definition 4.

The pair $`(x(),u())`$ is said to be *admissible for $`(P)`$* if all conditions in (2) are satisfied. Similarly, $`(t(),z(),v(),w())`$ is said to be *admissible for $`(P_\tau )`$* if all conditions in (3) are satisfied.

Next lemma specifies a passage from an admissible state-control pair of the problem $`(P)`$ to an admissible state-control pair of the problem $`(P_\tau )`$. Importantly, the values of the two problems are the same.

###### Lemma 5.

Let $`(x(),u())`$ be admissible for $`(P)`$. Then, for any function $`v()`$ satisfying

$$v()L_{\mathrm{}}([a,b];[0.5,\mathrm{\hspace{0.17em}1.5}])\text{,}$$
(4)
$$_a^bv(s)ds=ba\text{,}$$
(5)
$`t(\tau )=a+_a^\tau v(s)ds`$, $`z(\tau )=x\left(t(\tau )\right)`$ and $`w(\tau )=u\left(t(\tau )\right)`$, are such that $`(t(),z(),v(),w())`$ is admissible for $`(P_\tau )`$. Moreover,

$$J[t(),z(),v(),w()]=I[x(),u()]\text{.}$$
(6)
###### Proof.

All conditions in (3) become satisfied:

* Function $`t()`$ is Lipschitzian: $`\frac{\mathrm{d}t()}{\mathrm{d}\tau }=v()L_{\mathrm{}}([a,b];[0.5,\mathrm{\hspace{0.17em}1.5}])`$;
* Function $`z()`$ is absolutely continuous since it is a composition of the absolutely continuous function $`x()`$ with the strictly monotonous Lipschitzian continuous function $`t()`$:

$$\frac{\mathrm{d}t(\tau )}{\mathrm{d}\tau }=v(\tau )>0\text{;}$$
(7)
* Function $`w()`$ is Lebesgue measurable, $`w()L_1`$, because $`u()`$ is measurable and $`t()`$ is a strictly monotonous absolutely continuous function;
* Differentiating $`z()`$ we obtain:

$$z^{}(\tau )=\frac{\mathrm{d}z(\tau )}{\mathrm{d}\tau }=\frac{\mathrm{d}x\left(t(\tau )\right)}{\mathrm{d}t}\frac{\mathrm{d}t(\tau )}{\mathrm{d}\tau }\text{.}$$

In view of (2) and (7), one concludes from this last equality that

$$\begin{array}{cc}\hfill z^{}(\tau )& =\phi (t(\tau ),x(t(\tau )),u(t(\tau )))v(\tau )\hfill \\ & =\phi (t(\tau ),z(\tau ),w(\tau ))v(\tau )\text{;}\hfill \end{array}$$
* From (5) and from the definition of $`t(\tau )`$ we have $`t(a)=a`$ and $`t(b)=b`$. It follows that

$$z(a)=x\left(t(a)\right)=x(a)=A\text{;}$$

$$z(b)=x\left(t(b)\right)=x(b)=B\text{.}$$

It remains to prove equality (6). Since

$`J[t(),z(),v(),w()]`$ $`={\displaystyle _a^b}L(t(\tau ),z(\tau ),w(\tau ))v(\tau )d\tau `$
$`={\displaystyle _a^b}L(t(\tau ),x(t(\tau )),u(t(\tau )))v(\tau )d\tau \text{,}`$ (8)
from the change of variable $`t(\tau )=t`$,

$$[\begin{array}{c}\mathrm{d}t=v(\tau )\mathrm{d}\tau \\ \tau =at=a\\ \tau =bt=b\text{,}\end{array}$$
(9)
it follows from (3) the pretended conclusion:

$$J[t(),z(),v(),w()]=_a^bL(t,x(t),u(t))dt=I[x(),u()]\text{.}$$

The passage established by Lemma 5 is not unique because, compared to $`(P)`$, problem $`(P_\tau )`$ has one more state variable and one more control variable. However, as far as the right-hand side of the control system for the problem $`(P_\tau )`$ is autonomous, does not depend on $`\tau `$, the set of admissible state-control pairs of $`(P_\tau )`$ is invariant under translations of $`\tau `$. Lemma 6 asserts that to each admissible state-control pair for $`(P_\tau )`$ there corresponds a unique state-control pair for the problem $`(P)`$ with the same value for the cost functionals.

###### Lemma 6.

Let $`(t(),z(),v(),w())`$ be admissible for $`(P_\tau )`$. Then the pair $`(x(),u())=(z\left(\tau ()\right),w\left(\tau ()\right))`$, where $`\tau ()`$ is the inverse function of $`t()`$, is admissible for $`(P)`$. Moreover

$$I[x(),u()]=J[t(),z(),v(),w()].$$
(10)
###### Proof.

Similar arguments to the ones in the proof of Lemma 5, show that function $`x()`$ is absolutely continuous and that $`u()L_1([a,b];^r)`$. Differentiating $`x()`$ we obtain:

$$\dot{x}(t)=\frac{\mathrm{d}x(t)}{\mathrm{d}t}=\frac{\mathrm{d}z\left(\tau (t)\right)}{\mathrm{d}\tau }\frac{\mathrm{d}\tau (t)}{\mathrm{d}t},$$

and from (3), and from the fact that $`\frac{\mathrm{d}\tau (t)}{\mathrm{d}t}=\frac{1}{v\left(\tau (t)\right)}>0`$, one concludes that

$$\dot{x}(t)=\frac{\phi (t(\tau (t)),z(\tau (t)),w(\tau (t)))v\left(\tau (t)\right)}{v(\tau (t))}=\phi (t,x(t),u(t)).$$

As far as $`\tau (a)=a`$ and $`\tau (b)=b`$, it comes $`x(a)=z\left(\tau (a)\right)=z(a)=A`$, $`x(b)=z\left(\tau (b)\right)=z(b)=B`$, and all conditions in (2) are satisfied. Equality (10) follows by direct calculations from the change of variable $`\tau (t)=\tau `$ and relations (9):

$$\begin{array}{cc}\hfill I[x(),u()]& =_a^bL(t,x(t),u(t))dt=_a^bL(t(\tau (t)),z(\tau (t)),w(\tau (t)))dt\hfill \\ & =_a^bL(t(\tau ),z(\tau ),w(\tau ))v(\tau )d\tau =J[t(),z(),v(),w()]\text{.}\hfill \end{array}$$

From Lemmas 5 and 6, the following two corollaries are obvious. They establish the relation between the minimizers of problems $`(P)`$ and $`(P_\tau )`$. As a consequence, solving the problem $`(P)`$ turns out to be the same as solving the problem $`(P_\tau )`$.

###### Corollary 7.

If $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ is a minimizer of problem $`(P)`$, then, for any function $`\stackrel{~}{v}()`$ satisfying (4) and (5) (e.g. $`\stackrel{~}{v}(\tau )1`$), the 4-tuple

$$(\stackrel{~}{t}(),\stackrel{~}{z}(),\stackrel{~}{v}(),\stackrel{~}{w}())\text{,}$$

defined by $`\stackrel{~}{t}(\tau )=a+_a^\tau \stackrel{~}{v}(s)ds`$, $`\stackrel{~}{z}(\tau )=\stackrel{~}{x}\left(\stackrel{~}{t}(\tau )\right)`$, $`\stackrel{~}{w}(\tau )=\stackrel{~}{u}\left(\stackrel{~}{t}(\tau )\right)`$, is a minimizer to problem $`(P_\tau )`$.

###### Corollary 8.

If $`(\stackrel{~}{t}(),\stackrel{~}{z}(),\stackrel{~}{v}(),\stackrel{~}{w}())`$ is a minimizer of problem $`(P_\tau )`$, then the pair $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ defined from $`(\stackrel{~}{t}(),\stackrel{~}{z}(),\stackrel{~}{v}(),\stackrel{~}{w}())`$ as in Lemma 6 is a minimizer to problem $`(P)`$.

Thus, let $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ be a minimizer of problem $`(P)`$. From Corollary 7 we know how to construct a minimizer $`(\stackrel{~}{t}(),\stackrel{~}{z}(),\stackrel{~}{v}(),\stackrel{~}{w}())`$ to problem $`(P_\tau )`$. Obviously, as far as problem $`\left(P_\tau [\stackrel{~}{w}()]\right)`$ is the same as problem $`(P_\tau )`$ except that $`\stackrel{~}{w}()`$ is fixed, $`(\stackrel{~}{t}(),\stackrel{~}{z}(),\stackrel{~}{v}())`$ furnishes a minimizer to problem $`\left(P_\tau \left[\stackrel{~}{w}()\right]\right)`$. Choosing $`\stackrel{~}{v}(\tau )1`$ we obtain.

###### Proposition 9.

If $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ is a minimizer of problem $`(P)`$, then the triple $`(\stackrel{~}{t}(\tau ),\stackrel{~}{z}(\tau ),\stackrel{~}{v}(\tau ))=(\tau ,\stackrel{~}{x}(\tau ),\mathrm{\hspace{0.17em}1})`$ furnishes a minimizer to problem $`\left(P_\tau [\stackrel{~}{u}()]\right)`$.

Proposition 9 gives a minimizer to problem $`\left(P_\tau [\stackrel{~}{u}()]\right)`$, where $`\stackrel{~}{u}()`$ is an optimal control to the corresponding problem $`(P)`$. As far as for the problem $`\left(P_\tau [\stackrel{~}{u}()]\right)`$ the admissible controls are already bounded, one can check that the pertinent hypotheses on functions $`F`$ and $`f`$ (on functions $`L`$ and $`\phi `$) required by the Pontryagin maximum principle are valid, that is, one can obtain conditions under which $`(\stackrel{~}{t}(\tau ),\stackrel{~}{z}(\tau ),\stackrel{~}{v}(\tau ))=(\tau ,\stackrel{~}{x}(\tau ),\mathrm{\hspace{0.17em}1})`$ is a Pontryagin extremal. To conclude that the original minimizer $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ of $`(P)`$ is also an extremal, one needs to know how the extremals of the problems are related. This will be addressed in the next section.

## 4 Relation Between the Extremals

At the core of optimal control theory is the celebrated Pontryagin maximum principle. The maximum principle is a first order necessary optimality condition for the optimal control problems. It first appear in the book . Since then, several versions have been obtained by weakening the hypotheses. For example, in  it is assumed that functions $`L(,,)`$ and $`\phi (,,)`$ are continuous, and have continuous derivatives with respect to the state variables $`x`$: $`L(t,,u),\phi (t,,u)C^1`$. Instead of the continuity assumption of $`L(,,)`$ and $`\phi (,,)`$, a version only requiring that functions $`L(,x,)`$ and $`\phi (,x,)`$ are Borel measurable can be found in book \[4, Ch. 5\]. There, in order to assure the applicability of the maximum principle, the following assumption is imposed: there exists an integrable function $`\alpha ()`$ defined on $`[a,b]`$ such that the bound

$$\frac{L}{x}(t,x,u(t))\alpha (t)$$
(11)
$$\frac{\phi _i}{x}(t,x,u(t))\alpha (t)$$
(12)
($`i=1,\mathrm{},n`$) holds for all $`(t,x)[a,b]\times ^n`$. The existence and integrability of $`\alpha ()`$, and the bound (11)–(12), are guaranteed under the hypotheses that $`L`$ and $`\phi `$ possess derivatives $`\frac{L}{x}`$ and $`\frac{\phi }{x}`$ which are continuous in $`(t,x,u)`$, and $`u()`$ is essentially bounded (these are the hypotheses found in ). Alternative hypotheses are the following growth conditions (see \[8, Sec. 4.4 and p. 212\]):

$$\frac{L}{x}c\left|L\right|+k,\frac{\phi _i}{x}c\left|\phi _i\right|+k,$$
(13)
with constants $`c`$ and $`k`$, $`c>0`$. In the context of the Lipschitzian regularity, conditions (13) are particularly important: they are easy to check in practice. Those who are familiar with the Lipschitzian regularity conditions for the basic problem of the calculus of variations ($`\phi (u)=u`$), will recognize (13) as a generalization and a weak version of the classical Tonelli–Morrey Lipschitzian regularity condition (cf. e.g. \[29, §7.1\]) where no restriction is imposed to $`\frac{L}{u}`$:

Tonelli-Morrey Lipschitzian regularity condition. If the Lagrangian $`L`$ satisfies the growth condition $`\frac{L}{x}+\frac{L}{u}c\left|L\right|+k`$, $`c>0`$, then any solution $`\stackrel{~}{x}()`$ to the basic problem of the calculus of variations, in the class of absolutely continuous functions, is indeed Lipschitzian ($`\stackrel{~}{u}()=\dot{\stackrel{~}{x}}()L_{\mathrm{}}`$) and satisfy the Pontryagin maximum principle.

From the fact that (13) is a generalization of the Tonelli–Morrey Lipschitzian regularity condition, one can guess a link between the applicability conditions of the maximum principle and the Lipschitzian regularity conditions. The link between the applicability conditions of the classical Pontryagin maximum principle  and the Lipschitzian regularity conditions for optimal control problems with control-affine dynamics, was established in  using a reduction of the problem to a time-minimal control problem. Here, to deal with general nonlinear dynamics, we use completely different auxiliary problems and we will need to apply the maximum principle under weaker hypotheses than those in . This is due to the fact that when we fix $`w()L_1([a,b];^r)`$, functions $`F(\tau ,t,z,v)`$ and $`f(\tau ,t,z,v)`$ of problem $`\left(P_\tau \left[w()\right]\right)`$ are not continuous in $`\tau `$ but only measurable. Hypotheses (13) are suitable, as far as they can be directly verifiable for a given problem. Weaker hypotheses than (11) and (12) can also be considered. In this respect, important improvements are obtained from the use of nonsmooth analysis. For example, one can substitute (11) and (12) by the weaker conditions

$$\left|L(t,x_1,u(t))L(t,x_2,u(t))\right|\alpha (t)x_1x_2$$
(14)
$$\left|\phi _i(t,x_1,u(t))\phi _i(t,x_2,u(t))\right|\alpha (t)x_1x_2$$

and formulate the maximum principle in a nonsmooth setting, in terms of generalized gradients (see ). Proving general versions of the maximum principle under weak hypotheses is still in progress and the interested reader is referred to the recent paper .

###### Definition 10.

Let $`(x(),u())`$ be admissible for $`(P)`$. We say that the quadruple $`(x(),u(),\psi _0,\psi ())`$, $`\psi _0_0^{}`$ and $`\psi ()W_{1,\mathrm{\hspace{0.17em}1}}([a,b];^n)`$, is an *extremal* of $`(P)`$, if the following two conditions are satisfied for almost all $`t[a,b]`$:

$$\dot{\psi }(t)=\frac{H}{x}(t,x(t),u(t),\psi _0,\psi (t))\text{;}$$
(15)
$$H(t,x(t),u(t),\psi _0,\psi (t))=\underset{u^r}{sup}H(t,x(t),u,\psi _0,\psi (t))\text{;}$$
(16)
where the Hamiltonian equals

$$H(t,x,u,\psi _0,\psi )=\psi _0L(t,x,u)+\psi \phi (t,x,u)\text{.}$$

###### Definition 11.

Let $`(t(),z(),v(),w())`$ be admissible for $`(P_\tau )`$. The 7-tuple $`(t(),z(),v(),w(),p_0,p_t(),p_z())`$, $`p_0_0^{}`$, $`p_t()W_{1,\mathrm{}}([a,b];)`$ and $`p_z()W_{1,\mathrm{\hspace{0.17em}1}}([a,b];^n)`$, is said to be an *extremal* of $`(P_\tau )`$, if the following two conditions are satisfied for almost all $`\tau [a,b]`$:

$$\{\begin{array}{cc}p_t^{}(\tau )=\frac{}{t}(t(\tau ),z(\tau ),v(\tau ),w(\tau ),p_0,p_t(\tau ),p_z(\tau ))\text{,}\hfill & \\ p_z^{}(\tau )=\frac{}{z}(t(\tau ),z(\tau ),v(\tau ),w(\tau ),p_0,p_t(\tau ),p_z(\tau ))\text{;}\hfill & \end{array}$$
(17)
$$\begin{array}{c}(t(\tau ),z(\tau ),v(\tau ),w(\tau ),p_0,p_t(\tau ),p_z(\tau ))\hfill \\ \hfill =\underset{\begin{array}{c}v[0.5,\mathrm{\hspace{0.17em}1.5}]\\ w^r\end{array}}{sup}(t(\tau ),z(\tau ),v,w,p_0,p_t(\tau ),p_z(\tau ))\text{;}\end{array}$$
(18)
where the Hamiltonian equals

$$(t,z,v,w,p_0,p_t,p_z)=\left(p_0L(t,z,w)+p_t+p_z\phi (t,z,w)\right)v\text{.}$$

###### Remark 12.

Functions $`H`$ and $``$, respectively the Hamiltonians in Definitions 10 and 11, are related by the following equality:

$$(t,z,v,w,p_0,p_t,p_z)=\left(H(t,z,w,p_0,p_z)+p_t\right)v\text{.}$$
(19)
From it one concludes that

$$\frac{}{t}=\frac{H}{t}v\text{,}$$
(20)
$$\frac{}{z}=\frac{H}{x}v\text{.}$$
(21)
###### Definition 13.

An extremal is called *normal* if the cost multiplier ($`\psi _0`$ in the Definition 10 and $`p_0`$ in the Definition 11) is different from zero and *abnormal* if it vanishes.

###### Remark 14.

As far as the Hamiltonian is homogeneous with respect to the Hamiltonian multipliers, for normal extremals one can always consider, by scaling, that the cost multiplier takes value $`1`$.

###### Remark 15.

The (Pontryagin) maximum principle give conditions, as those discussed in the introduction of this section, under which to each minimizer of the problem there corresponds an extremal with Hamiltonian multipliers not vanishing simultaneously ($`(\psi _0,\psi )0`$ in the Definition 10 and $`(p_0,p)0`$ in the Definition 11).

One can expect the set of extremals of problem $`(P_\tau )`$ to be richer than the set of extremals of problem $`(P)`$. Nevertheless, there is a relationship between the extremals of the problems. Next lemma shows that to each extremal of problem $`(P)`$ there corresponds extremals of problem $`(P_\tau )`$ lying on the zero level of the maximized Hamiltonian $``$.

###### Lemma 16.

Let $`(x(),u(),\psi _0,\psi ())`$ be an extremal of $`(P)`$. Then, for any function $`v()L_{\mathrm{}}([a,b];[0.5,\mathrm{\hspace{0.17em}1.5}])`$ satisfying $`_a^bv(s)ds=ba`$, the 7-tuple $`(t(),z(),v(),w(),p_0,p_t(),p_z())`$ defined by

$$t(\tau )=a+_a^\tau v(s)ds,$$

$$z(\tau )=x(t(\tau )),w(\tau )=u(t(\tau )),$$

$$p_0=\psi _0,p_z(\tau )=\psi (t(\tau )),$$

$$p_t(\tau )=H(t(\tau ),x(t(\tau )),u(t(\tau )),\psi _0,\psi (t(\tau )))$$

is an extremal of $`(P_\tau )`$ with $`(t(\tau ),z(\tau ),v(\tau ),w(\tau ),p_0,p_t(\tau ),p_z(\tau ))0`$.

###### Proof.

From Lemma 5 we know that such 7-tuple is admissible for $`(P_\tau )`$. The maximality condition (18) is trivially satisfied since we are in the singular case: from (19) the Hamiltonian $``$ vanishes for $`p_t=H(t,z,w,p_0,p_z)`$. It remains to prove the adjoint system (17). Since $`\frac{dH}{dt}=\frac{H}{t}`$ along the extremals (see e.g.  or ) the derivative of $`p_t(\tau )`$ with respect to $`\tau `$ is given by

$$\frac{dp_t}{d\tau }=\frac{dH}{d\tau }=\frac{dH}{dt}\frac{dt}{d\tau }=\frac{H}{t}\frac{dt}{d\tau }=\frac{H}{t}v\text{.}$$

From relation (20) the first of the equalities (17) is proved: $`p_t^{}=\frac{}{t}`$. Similarly, as far as $`p_z(\tau )=\psi \left(t(\tau )\right)`$ and from (15) $`\frac{d}{dt}\psi (t)=\frac{H}{x}`$, it follows from (21) that $`p_z^{}=\frac{d\psi (t)}{dt}\frac{dt}{d\tau }=\frac{H}{x}v=\frac{}{z}`$. ∎

It is also possible to construct an extremal of problem $`(P)`$ given an extremal of $`(P_\tau )`$.

###### Lemma 17.

Let $`(t(),z(),v(),w(),p_0,p_t(),p_z())`$ be an extremal of $`(P_\tau )`$. Then $`(x(),u(),\psi _0,\psi ())=(z\left(\tau ()\right),w\left(\tau ()\right),p_0,p_z\left(\tau ()\right))`$ is an extremal of $`(P)`$ with $`\tau ()`$ the inverse function of $`t()`$.

###### Proof.

From Lemma 6 we know that the pair $`(x(),u())`$ is admissible for $`(P)`$. Direct calculations show that

$$\dot{\psi }=\frac{\mathrm{d}}{\mathrm{d}t}p_z(\tau )=\frac{\mathrm{d}p_z(\tau )}{\mathrm{d}\tau }\frac{\mathrm{d}\tau }{\mathrm{d}t}=\frac{}{z}\frac{1}{v}\text{.}$$

From (21) the required adjoint system is obtained: $`\dot{\psi }=\frac{H}{x}`$. Maximality condition (18) implies that

$$\begin{array}{c}(t(\tau ),z(\tau ),v(\tau ),w(\tau ),p_0,p_t(\tau ),p_z(\tau ))\hfill \\ \hfill =\underset{w^r}{sup}(t(\tau ),z(\tau ),v(\tau ),w,p_0,p_t(\tau ),p_z(\tau ))\end{array}$$

for almost all $`\tau [a,b]`$. Given the relation (19) one can write that

$$H(t(\tau ),z(\tau ),w(\tau ),p_0,p_z(\tau ))=\underset{w^r}{sup}H(t(\tau ),z(\tau ),w,p_0,p_z(\tau ))\text{.}$$

Putting $`\tau =\tau (t)`$ we obtain the maximality condition (16). ∎

Lemmas 16 and 17 establish a correspondence between abnormal extremals of problems $`(P)`$ and $`(P_\tau )`$.

###### Corollary 18.

If there are no abnormal extremals of problem $`(P)`$ then there are no abnormal extremals of problem $`(P_\tau )`$. If there are no abnormal extremals of $`(P_\tau )`$ then there are also no abnormal extremals of $`(P)`$.

###### Definition 19.

We call a control an *abnormal extremal control* if it corresponds to an abnormal extremal.

###### Proposition 20.

If $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ is a minimizer of problem $`(P)`$ and $`\stackrel{~}{u}()`$ is not an abnormal extremal control, then the minimizing control $`\stackrel{~}{v}1`$ of Proposition 9 is not an abnormal extremal control too.

In the next section we will use Proposition 20 to show that, for non-abnormal minimizers, the Lipschitzian regularity conditions we are looking for, assuring that the minimizing controls, predicted by Tonelli’s existence theorem, are indeed bounded, appear from the applicability conditions of the maximum principle to problem $`\left(P_\tau [\stackrel{~}{u}()]\right)`$.

## 5 The General Regularity Result

Filippov  gave the first general existence theorem for optimal control (the original paper, in russian, appear in 1959). There exist now an extensive literature on the existence of solutions to problems of optimal control. We refer the interested reader to the book  for significant results, various formulations, and detailed discussions. Follows a set of conditions, of the type of Tonelli , that guarantee existence of minimizer for problem $`(P)`$.

“Tonelli” existence theorem for $`(𝐏)`$. Problem $`(P)`$ has a minimizer $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ with $`\stackrel{~}{u}()L_1([a,b];^r)`$, provided there exists at least one admissible pair, functions $`L(,,)`$ and $`\phi (,,)`$ are continuous, and the following convexity and coercivity conditions hold:

Functions $`L(t,x,)`$ and $`\phi (t,x,)`$ are convex for all $`(t,x)`$;

There exists a function $`\theta :_0^+`$, bounded below, such that

$$L(t,x,u)\theta \left(\phi (t,x,u)\right)\text{for all }(t,x,u)\text{;}$$
(22)
$$\underset{r+\mathrm{}}{lim}\frac{\theta (r)}{r}=+\mathrm{}\text{;}$$
(23)
$$\underset{u+\mathrm{}}{lim}\phi (t,x,u)=+\mathrm{}\text{for all }(t,x)\text{.}$$
(24)
###### Remark 21.

For the basic problem of the calculus of variations one has $`\phi =u`$ and the theorem above coincides with the classical Tonelli existence theorem.

Analyzing the hypotheses of both necessary optimality conditions and existence theorem, one comes to the conclusion that the requirements of existence theory do not imply those of the maximum principle. Given a problem, it may happen that the necessary optimality conditions are valid while existence is not guarantee; or it may happen that the minimizers predicted by the existence theory fail to be extremals. Follows the main results of the paper.

###### Theorem 22.

Under the above hypothesis of coercivity, all control minimizers $`\stackrel{~}{u}()`$ of $`(P)`$, which are not abnormal extremal controls, are essentially bounded on $`[a,b]`$ if the applicability conditions of the maximum principle (for example (13), (11)–(12) or (14)) to functions $`F`$ and $`f`$ of problem $`\left(P_\tau \left[\stackrel{~}{u}()\right]\right)`$ are assured.<sup>1</sup><sup>1</sup>1A precise statement of possible regularity conditions are found in Theorem 24.

###### Remark 23.

Convexity is not required in the regularity result of Theorem 22 in order to establish the Lipschitzian regularity of the (non-abnormal) minimizing trajectories $`\stackrel{~}{x}()`$. Convexity is only required to establish the existence of minimizers, not the regularity. This fact is important since existence theorems without the convexity assumptions are a question of great interest (see e.g.  and the references therein).

Applying the hypotheses (13) of the maximum principle to functions $`F`$ and $`f`$ of problem $`\left(P_\tau \left[\stackrel{~}{u}()\right]\right)`$, the following result is trivially obtained.

###### Theorem 24.

Under the hypothesis of coercivity, the growth conditions: there exist constants $`c>0`$ and $`k`$ such that

$$\begin{array}{cc}\hfill \left|\frac{L}{t}\right|& c\left|L\right|+k,\frac{L}{x}c\left|L\right|+k,\hfill \\ \hfill \frac{\phi }{t}& c\phi +k,\frac{\phi _i}{x}c\left|\phi _i\right|+k(i=1,\mathrm{},n)\text{;}\hfill \end{array}$$

imply that all minimizers $`\stackrel{~}{u}()`$ of $`(P)`$, which are not abnormal extremal controls, are essentially bounded on $`[a,b]`$.

In the special cases of a time-invariant linear control system, or for the problems of the calculus of variations, Theorem 24 gives the typical growth conditions, of the type of Tonelli–Morrey, obtained in previous results . For the case of control-affine dynamics, the growth condition of Theorem 1 is less restrictive.

A minimizer $`\stackrel{~}{u}()`$ which is not essentially bounded may fail to satisfy the Pontryagin Maximum Principle. As far as essentially bounded minimizers are concerned, the Pontryagin Maximum Principle is valid.

###### Theorem 25.

Under the hypotheses of Theorem 24, all minimizers of $`(P)`$ are Pontryagin extremals. Furthermore, it is valid a weaker form of the Pontryagin maximum principle in which the adjoint multipliers $`\psi ()`$ are not required to be absolutely continuous, but are required instead to be merely Lipschitzian.

###### Proof.

*(Theorem 22)* Let $`(\stackrel{~}{x}(),\stackrel{~}{u}())`$ be a minimizer of $`(P)`$. From Propositions 9 and 20 and by the assumptions of the theorem, we know that there exist absolutely continuous functions $`\stackrel{~}{p_t}()`$ and $`\stackrel{~}{p_z}()`$ such that for almost all points $`\tau [a,b]`$

$$v\left[L(\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))+\stackrel{~}{p_t}(\tau )+\stackrel{~}{p_z}(\tau )\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))\right]v$$

is maximized at $`v=1`$ on the interval $`[0.5,\mathrm{\hspace{0.17em}1.5}]`$. This implies that

$$L(\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))=\stackrel{~}{p_t}(\tau )+\stackrel{~}{p_z}(\tau )\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))\text{.}$$
(25)
Let $`\left|\stackrel{~}{p_t}(\tau )\right|M`$ and $`\stackrel{~}{p_z}(\tau )M`$ on $`[a,b]`$. Dividing both sides of inequality (25) by $`\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))`$ and using the coercivity hypothesis (22), one obtains

$$\frac{\theta \left(\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))\right)}{\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))}M\frac{1+\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))}{\phi (\tau ,\stackrel{~}{x}(\tau ),\stackrel{~}{u}(\tau ))}\text{.}$$

The coercivity condition (23)–(24) yields the essential boundedness of $`\stackrel{~}{u}()`$ on $`[a,b]`$. ∎

## 6 An Example

As far as Theorem 24 is able to cover optimal control problems with dynamics which is nonlinear both in the state and in the control variables, plenty of examples possessing minimizers according to the existence theory can be easily constructed for which our result is applicable while previously known Lipschitzian regularity conditions, such as those in  and , fail. Follows one such example with $`n=r=2`$.

###### Example 26.

$$\begin{array}{c}_0^1\left(u_1^2(t)+u_2^2(t)\right)\left(\mathrm{e}^{2\left(x_1(t)+x_2(t)\right)}+1\right)dt\mathrm{min}\\ \{\begin{array}{c}\dot{x_1}(t)=\sqrt{u_1^2(t)+u_2^2(t)}\\ \dot{x_2}(t)=u_2(t)\mathrm{e}^{x_1(t)+x_2(t)}\end{array}\\ x_1(0)=0,x_1(1)=1,x_2(0)=1,x_2(1)=1\text{.}\end{array}$$

Here we have:

$$\begin{array}{c}L(x_1,x_2,u_1,u_2)=\left(u_1^2+u_2^2\right)\left(\mathrm{e}^{2(x_1+x_2)}+1\right)\text{;}\\ \phi (x_1,x_2,u_1,u_2)=\left[\begin{array}{c}\phi _1\\ \phi _2\end{array}\right]=\left[\begin{array}{c}\sqrt{u_1^2+u_2^2}\\ u_2\mathrm{e}^{x_1+x_2}\end{array}\right]\text{.}\end{array}$$

Clearly, all conditions of Tonelli’s existence theorem are satisfied: an admissible quadruple is $`(x_1(t),x_2(t),u_1(t),u_2(t))=(t,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}0})`$; functions $`L(,,,)`$ and $`\phi (,,,)`$ are continuous in $`^4`$; function $`L(x_1,x_2,,)`$ is strictly convex; $`\phi (x_1,x_2,,)`$ is convex; from the inequality $`L=\left(u_1^2+u_2^2\right)\left(e^{2(x_1+x_2)}+1\right)u_1^2+u_2^2+u_2^2e^{2(x_1+x_2)}`$ we have quadratic coercivity ($`\theta (r)=r^2`$). Therefore the problem has a solution for $`x_1(),x_2()W_{1,1}([0,\mathrm{\hspace{0.17em}1}];)`$ and $`u_1()`$, $`u_2()L_1([0,\mathrm{\hspace{0.17em}1}];)`$. Smooth assumptions on data (1) are satisfied, since $`L(,,,)`$ and $`\phi (,,u_1,u_2)`$ are of class $`C^{\mathrm{}}`$. Theorem 24 allow us to conclude that all minimizing controls, which are not abnormal extremal controls, are bounded:

* The conditions on $`\frac{L}{t}`$ and $`\frac{\phi }{t}`$ are trivially satisfied as far as the problem is autonomous: $`L`$ and $`\phi `$ do not depend explicitly on the time variable.
* The growth conditions on $`\frac{L}{x}`$ and $`\frac{\phi }{x}`$ are also satisfied: $`\frac{L}{x_1}=\frac{L}{x_2}=2e^{2(x_1+x_2)}\left(u_1^2+u_2^2\right)2L`$; $`\frac{\phi _1}{x_1}=\frac{\phi _1}{x_2}=0`$; $`\frac{\phi _2}{x_1}=\frac{\phi _2}{x_2}=\phi _2`$.

Unbounded minimizers, if there are any, are abnormal extremal controls. From Theorem 25 all minimizing controls of the problem (normal or abnormal) can be identified via the Pontryagin maximum principle.

## 7 Final Remarks

In this paper we study properties of minimizing trajectories for general problems of optimal control in the cases where controls are unconstrained (like in the calculus of variations). We provide conditions which guarantee Lipschitzian regularity of the minimizing trajectories for the Lagrange problem of optimal control in the general nonlinear case. These conditions solve the discrepancy between the optimality and existence results, assuring that minimizers predicted by the existence theory satisfy the optimality conditions. At the same time, undesirable phenomena, like the Lavrentiev one, are naturally precluded. We show that the conditions of Lipschitzian regularity are related with the applicability conditions of Pontryagin’s maximum principle. To deal with dynamics which are control-affine, the classical Pontryagin maximum principle  is enough (see ). To treat the general case, a maximum principle under weak assumptions, like the one in , is necessary. Our approach is based on the relationship of the extremals of the Lagrange problem with the extremals of an auxiliary problem, and on the subsequent utilization of Pontryagin’s maximum principle to the later problem. The maximality condition of Pontryagin’s maximum principle together with the coercivity assumption of the existence theorem imply the Lipschitzian regularity of the corresponding minimizer of the original problem. This approach allows us to deal with more general class of problems of optimal control with nonlinear dynamics.

It remains to clarify the interconnection between Lipschitzian regularity and abnormal extremality. For the problems of the calculus of variations studied in  and  no abnormal extremals exist. For the optimal control problems considered in  and , abnormal extremals are, like here, put aside. The question of how to establish Lipschitzian regularity for the abnormal minimizing trajectories seems to be a completely open question.

## Acknowledgements

This work is part of the author’s Ph.D. project , carried out at the University of Aveiro, Portugal, under scientific supervision of A. V. Sarychev. The author is grateful to him for the inspiring conversations and for the many helpful comments on the present topic.


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# Introducing Small-World Network Effect to Critical Dynamics

## I Introduction

Small world networks (SWN) are those intermediate between a regular lattice and a random graph (see  and references therein for review). They are believed to catch the essence of networks in reality, such as neural networks, power grids, social networks, and documents on World Wide Web, where remote vertices, while locally clustered, often have the chance to be connected via shortcuts. Since 1998, when Watts and Strogatz presented a simple model showing SWN effects, it has been studied intensively and extensively. From the point of view of statistical physics, the presence of shortcuts assists the system to behave as a whole, showing global coherence and new, SWN behavior, possibly apart from their ordinary properties people are familiar with.

One may be curious about, to what extent the features of phase transitions will be different in spin-lattice models built on small-world networks. Because the SWN effect widely exists in reality, this question is also of much significance. Although new and interesting features have been revealed recently, it is still far from being completely answered. The dynamic aspect has been even less well understood. Naturally we may expect the evolution of a single spin to be influenced partly by the overall system, however we find it difficult to offer more specific information. This is due to the complexity of the dynamics itself, and the often formidable mathematical task.

In this article, we report our work in this interesting problem —the critical dynamics of spin-lattice models built on SWN. As the introductory content we shall first discuss the general approach. Then, among the various model systems, we choose two special ones for a detailed investigation: the Gaussian model, which is relatively easy in mathematics, and the one-dimensional Ising model. New and interesting kinetic features are revealed analytically and the study in the dynamic aspect also yields much information about the static properties, such as the critical point.

This article is organized as follows: In Sec. II we give the definition of spin-lattice models built on SWN. Sec. III contains the discussion of the general approach (along with a brief review of the dynamic mechanisms). The direct application on the kinetic Gaussian model can be found in Sec. IV. In Sec. V, we present a simplified method and prove its validity in Sec. V A by comparing its result with the rigorous one obtained in IV. Sec. V B and Sec. V C are devoted to the further applications of this method on the Kawasaki-type Gaussian model and the one-dimensional Glauber-type Ising model, respectively. In Sec. VI, the influence of the randomness on the critical point is analyzed. Sec. VII is the summarization with some discussions.

## II Spin-lattice models built on small-world networks

Following the first prototype of SWN, there have been a number of variants (see, for example, Ref. ) in two basic groups, which can be constructed as the following: the initial network is, for example, a one dimensional loop of $`N`$ vertices, each vertex being connected to its $`2k`$ nearest neighbors. (1) Each pair of random vertices are additionally connected with probability $`p_A`$; (2) the vertices are then visited one after the other, and each link connecting a vertex to one of its $`k`$ nearest neighbors in the clock wise sense is left in place with probability $`1p_R`$, and with probability $`p_R`$ is reconnected to a randomly chosen other vertex. We may call the first group adding-type small-world networks (A-SWN) and the second group rewiring-type (R-SWN). Both of these modifications introduce long range connections. The above algorithms can be extended to systems with higher dimensionality and even fractal structures. (For example, for a spin located somewhere in a cubic lattice, $`3`$ of the $`6`$ bonds in some fixed directions will be reconnected with probability $`p_R`$ respectively.) These constructions, with any (infinitesimally low) fraction of shortcuts, allow to reconcile local properties of a regular network (clustering effect) with global properties of a random one (the average distance $`l\mathrm{log}_{10}N`$).

A spin-lattice model built on SWN, which is the focus of this article, can be thus defined: In a $`D`$-dimensional regular network consisting of $`N`$ spins with periodic boundary condition, each spin is linked to its $`2kD`$ nearest neighbors (in this article we will choose $`k=1`$). Then, (1) a certain number of supplemental links are added; (2) a portion of the bonds are rewired. Whether it is in group (1) (A-SWN) or group (2) (R-SWN), two spins connected by a shortcut act in the same way as those connected by a regular bond, that is, their interaction contributes to the system Hamiltonian and they obey the redistribution (exchange) mechanism. In short, there is no difference between a long range bond and a regular one. Other definitions may exist. For example, because these small-world networks are model systems for the networks in reality, one may have reason to choose certain physical quantities, such as $`J`$ in the Ising model, to be different. However, although it is not necessary, we will limit the scope of this article to the above rule.

## III The Dynamic Mechanism

The various dynamic processes in the critical phenomena are believed to be governed by two basic mechanisms, Glauber-type with order parameter nonconserved and Kawasaki-type with order parameter conserved. Recently, a Glauber-type single-spin transition mechanism and a Kawasaki-type spin-pair redistribution mechanism have been presented as the natural generalizations of Glauber’s flipping mechanism and Kawasaki’s exchange mechanism, respectively. They are generally applicable and mathematically well organized. Our work begins with a review of these two mechanisms. It is for your better understanding of the calculations in Sec. IV and V, and it also might be a convenient reference for further studies.

### A Single-spin transition mechanism

Glauber’s single-spin flipping mechanism allows an Ising system to evolve with its spins flipping to their opposite. In the single-spin transition mechanism, a single spin $`\sigma _i`$ may change itself to any possible values, $`\widehat{\sigma }_i`$, and the master equation is

$$\frac{d}{dt}P(\{\sigma \},t)=\underset{i}{}\underset{\widehat{\sigma }_i}{}\left[W_i(\sigma _i\widehat{\sigma }_i)P(\{\sigma \},t)W_i(\widehat{\sigma }_i\sigma _i)P(\{\sigma _{ji}\},\widehat{\sigma }_i,t)\right].$$
(1)
The transition probability is in a normalized form determined by a heat Boltzmann factor,

$$W_i(\sigma _i\widehat{\sigma }_i)=\frac{1}{Q_i}\mathrm{exp}\left[\beta (\left\{\sigma _{ji}\right\},\widehat{\sigma }_i)\right],\text{ }Q_i=\underset{\widehat{\sigma }_i}{}\mathrm{exp}\left[\beta (\left\{\sigma _{ji}\right\},\widehat{\sigma }_i)\right],$$
(2)
where $`\beta =1/k_BT`$. Based on the master equation, Eq.(1), one can prove that,

$$\frac{dq_k\left(t\right)}{dt}=q_k\left(t\right)+\underset{\left\{\sigma \right\}}{}\left[\underset{\widehat{\sigma }_k}{}\widehat{\sigma }_kW_k\left(\sigma _k\widehat{\sigma }_k\right)\right]P(\left\{\sigma \right\};t),$$
(3)
where $`q_k\left(t\right)_{\left\{\sigma \right\}}\sigma _kP(\left\{\sigma \right\};t)`$. There are also corresponding equations for the correlation functions.

### B Spin-pair redistribution mechanism

Kawasaki’s spin-pair exchange mechanism allows an Ising system to evolve with its nearest neighbors exchanging their spin values. In the spin-pair redistribution mechanism, two connected spins, $`\sigma _j`$ and $`\sigma _l`$, may change to any possible values, $`\widehat{\sigma }_j`$ and $`\widehat{\sigma }_l`$, as long as their sum are conserved. The master equation is

$`{\displaystyle \frac{d}{dt}}P(\{\sigma \},t)`$ $`=`$ $`{\displaystyle \underset{jl}{}}{\displaystyle \underset{\widehat{\sigma }_j,\widehat{\sigma }_l}{}}[W_{jl}(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l)P(\left\{\sigma \right\};t)`$ (5)
$`+W_{jl}(\widehat{\sigma }_j\widehat{\sigma }_l\sigma _j\sigma _l)P(\{\sigma _{ij},\sigma _{lk}\},\widehat{\sigma }_j,\widehat{\sigma }_l;t)].`$
The redistribution probability is also in a normalized form determined by a heat Boltzmann factor,

$$W_{jl}\left(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l\right)=\frac{1}{Q_{jl}}\delta _{\sigma _j+\sigma _l,\widehat{\sigma }_j+\widehat{\sigma }_l}\mathrm{exp}\left[\beta (\left\{\sigma _m\right\}_{mj,l},\widehat{\sigma }_j,\widehat{\sigma }_l)\right],$$
(6)
where the normalization factor $`Q_{jl}`$ is

$`Q_{jl}={\displaystyle \underset{\widehat{\sigma }_j,\widehat{\sigma }_l}{}}\delta _{\sigma _j+\sigma _l,\widehat{\sigma }_j+\widehat{\sigma }_l}\mathrm{exp}\left[\beta (\left\{\sigma _m\right\}_{mj,l},\widehat{\sigma }_j,\widehat{\sigma }_l)\right].`$

Based on the master equation, Eq. (5), one can prove that,

$$\frac{dq_k\left(t\right)}{dt}=2Dq_k\left(t\right)+\underset{\left\{\sigma \right\}}{}\underset{w}{}\left[\underset{\widehat{\sigma }_k,\widehat{\sigma }_{k+w}}{}\widehat{\sigma }_kW_{k,k+w}\left(\sigma _k\sigma _{k+w}\widehat{\sigma }_k\widehat{\sigma }_{k+w}\right)\right]P(\left\{\sigma \right\};t),$$
(7)
where $`D`$ is the dimensionality and $`_w`$ stands for the summation taken over the nearest neighbors.

### C How to apply them on SWN

In the construction of SWN, according to a certain probability, we will have a whole set of possible realizations. So the theoretically correct way of treating dynamic systems built on SWN actually consists of three steps: First we have to make a full list of all the possible realizations and point out the probability of each one of them. Second, we treat each system respectively (apply the dynamic mechanism and obtain the master equation and the physical quantities of interest). Third, we give the expectation value with all these results. This is cumbersome, but conceptually straightforward. In Sec. V we shall discuss whether there is any simplified method. (In fact, there is.)

## IV Kinetic Gaussian model governed by the Glauber-type mechanism

We have discussed the general approach right above in Sec. III C, and in this section we will directly perform the calculations according to the three steps, to study the $`3`$D kinetic Gaussian model governed by the Glauber-type single-spin transition mechanism (see Sec. III A). The calculation to be carried out is very long but fortunately we can borrow some results from our earlier studies.

The Gaussian model, proposed by Berlin and Kac, is a continuous-spin model. Its Hamiltonian,

$$\beta =K\underset{i,j}{}\sigma _i\sigma _j,$$
(8)
where $`K=J/k_BT`$. The spins $`\sigma _k`$ can take any real value between $`(\mathrm{},+\mathrm{})`$, and the probability of finding a given spin between $`\sigma _k`$ and $`\sigma _k+d\sigma _k`$ is assumed to be the Gaussian-type distribution, $`f\left(\sigma _k\right)d\sigma _k\mathrm{exp}\left(\frac{b}{2}\sigma _k^2\right)d\sigma _k`$, where $`b`$ is a distribution constant independent of temperature. Thus, the summation for the spin value turns into the integration $`_\sigma _{\mathrm{}}^{\mathrm{}}f\left(\sigma \right)𝑑\sigma `$. This model has been studied often as a starting point for investigations of other systems.

Governed by the Glauber-type single-spin transition mechanism, the expectation value of single spin obeys

$$\frac{dq_k\left(t\right)}{dt}=q_k\left(t\right)+\frac{K}{b}\underset{q_k^{},q_k}{}q_k^{}\left(t\right).$$
(9)
Since on SWN a spin may have a neighbor located very far from it, in the following calculations the summation is to include every spin that is connected with $`\sigma _k`$. Taking average of Eq. (9), we can obtain the evolution of the magnetization $`M\left(t\right)=_kq_k\left(t\right)/N`$.

### A kinetic Gaussian model on an adding-type small-world network

First we treat the $`3`$D kinetic Glauber-type Gaussian model on A-SWN consisting of $`N`$ (a very large number) spins. The Kawasaki-type is still tractable, but the mathematical task will be more complex. We will leave that till Sec. V. Besides the regular bonds, each pair of spins, no matter how far apart, is connected via an additional bond with probability $`p_A`$. Actually there are $`2^{N\left(N1\right)/2}`$ different networks, each with a given probability. As a model system for the networks in reality, we expect the number of these bonds, $`nN\left(N1\right)p_A/2`$, to be much smaller than $`N`$. So practically we require $`p_AN1`$. With respect to a specific spin $`\sigma _{ijk}`$, all the networks can be divided into $`N`$ groups listed as the following.

($`0`$). There is no random bond on $`\sigma _{ijk}`$, and the probability is $`\left(1p_A\right)^{N1}`$. According to Eq.(9)

$`{\displaystyle \frac{d}{dt}}q_{ijk}\left(t\right)=q_{ijk}\left(t\right)+{\displaystyle \frac{K}{b}}{\displaystyle \underset{w}{}}\left(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right)\right).`$

($`1`$). There is only one random bond on $`\sigma _{ijk}`$, and the probability is $`C_{N1}^1p_A\left(1p_A\right)^{N2}`$. In fact this group can be further divided into $`N1`$ subgroups, each corresponding to a specific spin connected to $`\sigma _{ijk}`$, and each with the same probability $`p_A\left(1p_A\right)^{N2}`$. Averaging them we get

$`{\displaystyle \frac{dq_{ijk}\left(t\right)}{dt}}=q_{ijk}\left(t\right)+{\displaystyle \frac{K}{b}}{\displaystyle \underset{w}{}}\left(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right)\right)+{\displaystyle \frac{K}{b}}M\left(t\right).`$

$`\mathrm{}\mathrm{}`$.

($`n`$). There are $`n`$ random bonds on $`\sigma _{ijk}`$, and the probability is $`C_{N1}^np_A^n\left(1p_A\right)^{Nn1}`$. Similarly, in average we get,

$`{\displaystyle \frac{dq_{ijk}\left(t\right)}{dt}}=q_{ijk}\left(t\right)+{\displaystyle \frac{K}{b}}{\displaystyle \underset{w}{}}\left(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right)\right)+{\displaystyle \frac{nK}{b}}M\left(t\right).`$

$`\mathrm{}\mathrm{}`$.

($`N1`$). There are $`N1`$ random bonds on $`\sigma _{ijk}`$, and the probability is $`p_A^{N1}.`$

$`{\displaystyle \frac{dq_{ijk}\left(t\right)}{dt}}=q_{ijk}\left(t\right)+{\displaystyle \frac{K}{b}}{\displaystyle \underset{w}{}}\left(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right)\right)+{\displaystyle \frac{K}{b}}\left(N1\right)M\left(t\right).`$

Thus, over all the realizations,

$`{\displaystyle \frac{dq_{ijk}\left(t\right)}{dt}}`$ $`=`$ $`q_{ijk}\left(t\right)+{\displaystyle \frac{K}{b}}{\displaystyle \underset{w}{}}\left(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right)\right)`$ (11)
$`+{\displaystyle \frac{K}{b}}{\displaystyle \underset{n=0}{\overset{N1}{}}}C_{N1}^np_A^n\left(1p_A\right)^{Nn1}nM.`$
Fortunately we find the following relationship

$$\underset{n=0}{\overset{N1}{}}C_{N1}^np_A^n\left(1p_A\right)^{Nn1}n=\left(N1\right)p_A,$$
(12)
and thus

$$\frac{dq_{ijk}\left(t\right)}{dt}=q_{ijk}\left(t\right)+\frac{K}{b}\underset{w}{}\left(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right)\right)+\frac{K}{b}\left(N1\right)p_AM\left(t\right),$$
(13)
Similar results can be found in one and two dimensional models, and taking average we obtain

$$\frac{dM\left(t\right)}{dt}=\left[1\frac{2DK}{b}\frac{K}{b}\left(N1\right)p_A\right]M\left(t\right),$$
(14)
where $`D`$ is the dimensionality. The solution of Eq.(14) is

$`M\left(t\right)=M\left(0\right)\mathrm{exp}\left(t/\tau \right),`$

where the relaxation time

$`\tau ={\displaystyle \frac{1}{1K/K_c^A}},`$

and the critical point

$$K_c^A=\frac{b}{2D+\left(N1\right)p_A}.$$
(15)
It is well known that the critical point of the regular model $`K_c^{reg}=b/2D`$, we can clearly see that the critical temperature will get higher as more long range bonds are added. Actually, for a vertex located on an A-SWN, the number of the long range bonds $`n_A\left(N1\right)p_A`$. In the small-world region, where the expected $`n_A`$ for most of the vertices is very small, the change of the critical point will be almost unperceivable. (The analysis of this result can be found in Sec. VI.)

### B kinetic Gaussian model on a rewiring-type small-world network

Second we treat the kinetic Gaussian model on a R-SWN with characteristic probability $`p_R`$. Because of the length, here we only give the details of the $`1`$D case. With regards to a specific spin $`\sigma _k`$, all the networks can be divided into four major groups listed as the following, ($`1`$) both of the two regular bonds on $`\sigma _k`$, connecting $`\sigma _{k1}`$ and $`\sigma _{k+1}`$, are not rewired; ($`2`$) the bond connecting $`\sigma _{k1}`$ and $`\sigma _k`$ is left unchanged but that connecting $`\sigma _k`$ and $`\sigma _{k+1}`$ is rewired; ($`3`$) the bond connecting $`\sigma _k`$ and $`\sigma _{k+1}`$ is left unchanged but that connecting $`\sigma _{k1}`$ and $`\sigma _k`$ is rewired; ($`4`$) both of them are rewired. The final result comes from the summation of all the four parts (see Appendix A for the details):

$$\frac{dq_k\left(t\right)}{dt}=q_k\left(t\right)+p_R\frac{2K}{b}M\left(t\right)+\left(1p_R\right)\frac{K}{b}\left(q_{k1}\left(t\right)+q_{k+1}\left(t\right)\right),$$
(16)
In two and three dimensional models, there are $`2^4`$ and $`2^6`$ major groups respectively, and they can be treated in the same way. Similar results are obtained:

$$\frac{dM\left(t\right)}{dt}=\left(1\frac{2DK}{b}\right)M\left(t\right).$$
(17)
Obviously the relaxation time

$`\tau ={\displaystyle \frac{1}{1K/K_c^R}},`$

where the critical point

$$K_c^R=K_c^{reg}=b/2D.$$
(18)
To summarize, we strictly obtain the evolution of the Gaussian model built on SWN. On A-SWN, the critical temperature will get higher as more long range bonds are added, while on R-SWN the critical temperature is unchanged. With the dynamic scaling hypothesis $`\tau \xi ^z\left|TT_c\right|^{z\nu }`$, we have $`z\nu =1`$, where $`z`$ is the dynamic critical exponent and $`\nu `$ is the correlation length critical exponent. We shall leave the summarization of its properties to Sec. VII. The influence of the long range bonds on the critical point, which is a rather interesting topic, will be discussed in Sec. VI.

The Gaussian model, being an idealization, often has the value of serving as a starting point for the more general studies. The evolving equations of the individual spins show distinctly the influence of the global coherence, which automatically takes a mean-field-like form as if it comes from an averaged spin. This character, as well as some already-proved facts in earlier studies about the static behavior, provides us with some helpful hints for the simplification of the method, which is the topic of the following section.

## V The Simplified Method

Presently, for the critical dynamics on SWN, we still lack a well-established approach, which should be both theoretically reliable and practically feasible. The mentioned-above method (and the results) is theoretically rigorous, but it is too complex for the other models, even the simplest one-dimensional Ising model. In the above section, we have pointed out that, in the dynamic evolution of the Gaussian model built on SWN, the influence of the system as a whole on individual spins is mean-field like. On the other hand, recent studies on the Ising model and the $`XY`$ model built on SWN have also shown that the phase transition is of the mean-field-type (see  and Sec. V C for details). The various model systems built on SWN probably belong to the same mean-field universality class, and they might be treated with the same dynamic approach. In this problem, which is found to be of the mean-field nature, the following method may be the best choice. We deem all the possible networks as a single one. The effective Hamiltonian of a spin-lattice model built on such a network is defined as the expectation value over all possible realizations. Its effective behavior, e.g. the redistribution between two vertices connected with each other, is also the averaged result. For example, two sites, $`\sigma _i`$ and $`\sigma _j`$, are connected with probability $`p`$, then redistribution occurs between them with probability $`pW_{ij}`$. (It is the basic assumption when we are treating a system governed by the Kawasaki-type mechanism). Then we can directly apply the dynamic mechanisms to this system. This method, which is of the mean-field nature, is certainly more tractable in mathematics. We apply it to the kinetic Gaussian model again and see if it will lead to the same result.

### A Application in kinetic Gaussian model governed by the Glauber-type mechanism

In the $`3`$D Gaussian model ($`N`$ spins in total) built on A-SWN with periodic boundary condition, the effective Hamiltonian

$`\beta `$ $`=`$ $`K{\displaystyle \underset{i,j,k}{}}\sigma _{ijk}\left(\sigma _{i+1,j,k}+\sigma _{i,j+1,k}+\sigma _{i,j,k+1}\right)`$ (20)
$`+{\displaystyle \frac{1}{2}}Kp_A{\displaystyle \underset{i,j,k}{}}\sigma _{ijk}{\displaystyle \underset{i^{},j^{},k^{}}{}}\sigma _{i^{}j^{}k^{}}{\displaystyle \frac{1}{2}}Kp_A{\displaystyle \underset{i,j,k}{}}\sigma _{ijk}^2.`$
With the Glauber-type transition mechanism, we begin to derive the single-spin evolving equation according to Eq.(3), along the same line of the calculations in Ref.. We obtain

$$\underset{\widehat{\sigma }_{ijk}}{}\widehat{\sigma }_{ijk}W_{ijk}\left(\sigma _{ijk}\widehat{\sigma }_{ijk}\right)=\frac{K}{b}\left[\underset{w}{}\left(\sigma _{i+w,jk}+\sigma _{ij+w,k}+\sigma _{ij,k+w}\right)+\left(N1\right)p_A\overline{\sigma }\right],$$
(21)
where

$`\overline{\sigma }={\displaystyle \frac{1}{N1}}\left({\displaystyle \underset{lmn}{}}\sigma _{lmn}\sigma _{ijk}\right){\displaystyle \frac{1}{N}}{\displaystyle \underset{lmn}{}}\sigma _{lmn}.`$

Substituting Eq. (21) into Eq. (3) we get

$$\frac{dq_{ijk}\left(t\right)}{dt}=q_{ijk}\left(t\right)+\frac{K}{b}\underset{w=\pm 1}{}\left(q_{i+w,jk}\left(t\right)+q_{ij+w,k}\left(t\right)+q_{ij,k+w}\left(t\right)\right)+\frac{K}{b}\left(N1\right)p_AM\left(t\right).$$
(22)
Similar results can be obtained for one and two dimensional models. These results, along with those for $`M\left(t\right)`$, are exactly in accordance with what we have obtained in Sec. III B, Eqs. (13) and (14).

In the $`3`$D kinetic Gaussian model built on R-SWN, the effective Hamiltonian,

$`\beta `$ $`=`$ $`K\left(1p_R\right){\displaystyle \underset{i,j,k}{}}\sigma _{ijk}\left(\sigma _{i+1,jk}+\sigma _{i,j+1,k}+\sigma _{i,j,k+1}\right)`$ (24)
$`+Kp_R{\displaystyle \frac{3}{N}}{\displaystyle \underset{i,j,k}{}}\sigma _{ijk}{\displaystyle \underset{i^{},j^{},k^{}}{}}\sigma _{i^{}j^{}k^{}}Kp_R{\displaystyle \frac{3}{N}}{\displaystyle \underset{i,j,k}{}}\sigma _{ijk}^2.`$
Similar calculations yield

$`{\displaystyle \frac{dq_{ijk}}{dt}}=q_{ijk}+p_R{\displaystyle \frac{6K}{b}}M+\left(1p_R\right){\displaystyle \frac{K}{b}}{\displaystyle \underset{w}{}}\left(q_{i+w,j,k}+q_{i,j+w,k}+q_{i,j,k+w}\right).`$

This is also in accordance with the rigorous result, Eqs. (16,17). Thus, in the kinetic Gaussian model this simplified method yields the same results as the rigorous ones obtained with the more complex standard method. As various spin-lattice models, such as the Ising model, are believed to show mean-field behavior on SWN, we believe that this simplified method is able to provide at least qualitatively correct information. In this sense, it is very different from the mean-field approximations taken in other universality classes. In later studies, we will use it to study some more complex problems. The following are two examples.

### B Application in kinetic Gaussian model governed by a Kawasaki-type mechanism

Now we apply this simplified method to study the diffusion process in the kinetic Gaussian model built on SWN. Although we still have to deal with many complex equations, it is relatively easy compared with the formidable task of the standard approach. In such processes, the system is governed by the Kawasaki-type redistribution mechanism. As already mentioned at the beginning of this section, the system behavior, just as the Hamiltonian, is also averaged over all possible realizations. The basic equations for the Kawasaki-type dynamics listed below are generally applicable in various order-parameter-conserved processes.

($`1`$) On $`D`$-dimensional A-SWN: Accordingly the master equation should be modified as,

$`{\displaystyle \frac{d}{dt}}P(\{\sigma \},t)`$ $`=`$ $`{\displaystyle \underset{jl}{}}{\displaystyle \underset{\widehat{\sigma }_j,\widehat{\sigma }_l}{}}[W_{jl}(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l)P(\left\{\sigma \right\};t)`$ (28)
$`+W_{jl}(\widehat{\sigma }_j\widehat{\sigma }_l\sigma _j\sigma _l)P(\{\sigma _{ij},\sigma _{lk}\},\widehat{\sigma }_j,\widehat{\sigma }_l;t)]`$
$`+{\displaystyle \frac{1}{2}}p_A{\displaystyle \underset{j}{}}{\displaystyle \underset{lj}{}}{\displaystyle \underset{\widehat{\sigma }_j,\widehat{\sigma }_l}{}}[W_{jl}(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l)P(\left\{\sigma \right\};t)`$
$`+W_{jl}(\widehat{\sigma }_j\widehat{\sigma }_l\sigma _j\sigma _l)P(\{\sigma _{ij},\sigma _{lk}\},\widehat{\sigma }_j,\widehat{\sigma }_l;t)],`$
where the redistribution probability $`W_{jl}\left(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l\right)`$ is of the same form as Eq. (6). With Eq. (28) we can get that

$`{\displaystyle \frac{dq_k\left(t\right)}{dt}}`$ $`=`$ $`2Dq_k\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}{\displaystyle \underset{w}{}}\left[{\displaystyle \underset{\widehat{\sigma }_k,\widehat{\sigma }_{k+w}}{}}\widehat{\sigma }_kW_{k,k+w}\left(\sigma _k\sigma _{k+w}\widehat{\sigma }_k\widehat{\sigma }_{k+w}\right)\right]P(\left\{\sigma \right\};t)`$ (30)
$`+p_A\left\{\left(N1\right)q_k\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}\left[{\displaystyle \underset{lk}{}}{\displaystyle \underset{\widehat{\sigma }_k,\widehat{\sigma }_l}{}}\widehat{\sigma }_kW_{kl}\left(\sigma _k\sigma _l\widehat{\sigma }_k\widehat{\sigma }_l\right)\right]P(\left\{\sigma \right\};t)\right\}`$
$``$ $`A_k^{\left(1\right)}+p_AA_k^{\left(2\right)}.`$ (31)
($`2`$) On $`D`$-dimensional R-SWN: Accordingly the master equation should be modified as,

$`{\displaystyle \frac{d}{dt}}P(\{\sigma \},t)`$ $`=`$ $`(1p_R){\displaystyle \underset{jl}{}}{\displaystyle \underset{\widehat{\sigma }_j,\widehat{\sigma }_l}{}}[W_{jl}(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l)P(\left\{\sigma \right\};t)`$ (35)
$`+W_{jl}(\widehat{\sigma }_j\widehat{\sigma }_l\sigma _j\sigma _l)P(\{\sigma _{ij},\sigma _{lk}\},\widehat{\sigma }_j,\widehat{\sigma }_l;t)]`$
$`+Dp_R{\displaystyle \frac{1}{N1}}{\displaystyle \underset{j}{}}{\displaystyle \underset{lj}{}}{\displaystyle \underset{\widehat{\sigma }_j,\widehat{\sigma }_l}{}}[W_{jl}(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l)P(\left\{\sigma \right\};t)`$
$`+W_{jl}(\widehat{\sigma }_j\widehat{\sigma }_l\sigma _j\sigma _l)P(\{\sigma _{ij},\sigma _{lk}\},\widehat{\sigma }_j,\widehat{\sigma }_l;t)].`$
The redistribution probability $`W_{jl}\left(\sigma _j\sigma _l\widehat{\sigma }_j\widehat{\sigma }_l\right)`$ is of the same form as Eq.(6, and

$`{\displaystyle \frac{dq_k\left(t\right)}{dt}}`$ $`=`$ $`\left(1p_R\right)\left\{2Dq_k\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}{\displaystyle \underset{w}{}}\left[{\displaystyle \underset{\widehat{\sigma }_k,\widehat{\sigma }_{k+w}}{}}\widehat{\sigma }_kW_{k,k+w}\left(\sigma _k\sigma _{k+w}\widehat{\sigma }_k\widehat{\sigma }_{k+w}\right)\right]P(\left\{\sigma \right\};t)\right\}`$ (37)
$`+{\displaystyle \frac{Dp_R}{N1}}\left\{\left(N1\right)q_k\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}\left[{\displaystyle \underset{lk}{}}{\displaystyle \underset{\widehat{\sigma }_k,\widehat{\sigma }_l}{}}\widehat{\sigma }_kW_{kl}\left(\sigma _k\sigma _l\widehat{\sigma }_k\widehat{\sigma }_l\right)\right]P(\left\{\sigma \right\};t)\right\}`$
$``$ $`\left(1p_R\right)R_k^{\left(1\right)}+{\displaystyle \frac{Dp_R}{N1}}R_k^{\left(2\right)}.`$ (38)
Although $`A_k^{(1,2)}`$ and $`R_k^{(1,2)}`$ are of the same form respectively, we use different symbols because they are actually different (determined by the Hamiltonian-dependent redistribution probability $`W`$).

First we treat the Gaussian model built on A-SWN. The first part, $`A_{ijk}^{\left(1\right)}`$, comes from the redistribution between the nearest neighbors. In the $`3`$D case, with Eq. (6) we can obtain

$`A_{ijk}^{\left(1\right)}`$ $`=`$ $`{\displaystyle \frac{1}{2\left(b+K\right)}}b\{[(q_{i+1,j,k}q_{ijk})(q_{ijk}q_{i1,j,k})]`$ (46)
$`+[(q_{i,j+1,k}q_{ijk})(q_{ijk}q_{i,j1,k})]+[(q_{i,j,k+1}q_{ijk})(q_{ijk}q_{i,j,k1})]\}`$
$`+{\displaystyle \frac{K}{2\left(b+K\right)}}[2(2q_{i1,j,k}q_{i1,j+1,k}q_{i1,j1,k})+(2q_{i1,j,k}q_{ijk}q_{i2,j,k})`$
$`+2\left(2q_{i+1,j,k}q_{i+1,j+1,k}q_{i+1,j1,k}\right)+\left(2q_{i+1,j,k}q_{ijk}q_{i+2,j,k}\right)`$
$`+2\left(2q_{i,j1,k}q_{i,j1,k+1}q_{i,j1,k1}\right)+\left(2q_{i,j1,k}q_{ijk}q_{i,j2,k}\right)`$
$`+2\left(2q_{i,j+1,k}q_{i,j+1,k+1}q_{i,j+1,k1}\right)+\left(2q_{i,j+1,k}q_{ijk}q_{i,j+2,k}\right)`$
$`+2\left(2q_{i,j,k1}q_{i+1,j,k1}q_{i1,j,k1}\right)+\left(2q_{i,j,k1}q_{ijk}q_{i,j,k2}\right)`$
$`+2(2q_{i,j,k+1}q_{i+1,j,k+1}q_{i1,j,k+1})+(2q_{i,j,k+1}q_{ijk}q_{i,j,k+2})].`$
Actually this is not as complex as it seems. With the lattice constant $`a`$ we can transform the above expression to be

$$A_{ijk}^{\left(1\right)}=\frac{3a^2}{b+K}\left(\frac{b}{6}K\right)^2q(𝐫,t).$$
(47)
The second part, $`A_{ijk}^{\left(2\right)}`$, comes from the redistribution between $`\sigma _{ijk}`$ and the farther spins, $`\sigma _{i^{}j^{}k^{}}`$. The result is

$`A_{ijk}^{\left(2\right)}`$ $`=`$ $`\left(N1\right)q_{ijk}\left(t\right)+{\displaystyle \frac{1}{2}}{\displaystyle \underset{i^{}j^{}k^{}ijk}{}}\left(q_{ijk}\left(t\right)+q_{i^{}j^{}k^{}}\left(t\right)\right)`$ (50)
$`+{\displaystyle \frac{K}{2b}}{\displaystyle \underset{i^{}j^{}k^{}ijk}{}}{\displaystyle \underset{w}{}}[(q_{i+w,j,k}\left(t\right)+q_{i,j+w,k}\left(t\right)+q_{i,j,k+w}\left(t\right))`$
$`(q_{i^{}+w,j^{},k^{}}\left(t\right)+q_{i^{},j^{}+w,k^{}}\left(t\right)+q_{i^{},j^{},k^{}+w}\left(t\right))],`$
Substituting Eqs.(47) and (50) into Eq.(31), we obtain the evolving equation of the Gaussian model built on $`3`$D A-SWN,

$`{\displaystyle \frac{q(𝐫,t)}{t}}`$ $`=`$ $`\left[{\displaystyle \frac{3a^2}{b+K}}\left({\displaystyle \frac{b}{6}}K\right)+p_A\left(N1\right){\displaystyle \frac{a^2K}{2b}}\right]^2q(𝐫,t)`$ (52)
$`+{\displaystyle \frac{p_A\left(N1\right)}{2}}\left(1{\displaystyle \frac{6K}{b}}\right)\left(M\left(t\right)q(𝐫,t)\right).`$
Similarly, on $`3`$D R-SWN we obtain

$`{\displaystyle \frac{q(𝐫,t)}{t}}`$ $`=`$ $`\left\{\left(1p_R\right){\displaystyle \frac{3a^2}{b+K\left(1p_R\right)}}\left[{\displaystyle \frac{b}{6}}K\left(1p_R\right)\right]+3p_R{\displaystyle \frac{K}{2b}}\left(1p_R\right)\right\}^2q(𝐫,t)`$ (54)
$`+{\displaystyle \frac{3p_R}{2}}\left[1{\displaystyle \frac{6K}{b}}\left(1p_R\right)\right]\left(M\left(t\right)q(𝐫,t)\right).`$
From these two equations we can clearly see the influence of the system built on SWN as a whole on individual spins. On regular lattices the evolution of the system can be explained by the diffusion mechanism, while on SWN, to some degree, the individual spins will automatically adjust itself to approach the average magnetization. This is obviously the result of the global coherence introduced by the small fraction of the long range bonds.

On regular lattice, where the evolution is pure diffusion, $`q(𝐫,t)/t=𝒟^2q(𝐫,t)`$, and the diffusion coefficient $`𝒟`$ will vanish near the critical point. However, on A-SWN, where $`q(𝐫,t)/t=𝒟^{}^2q(𝐫,t)+𝒞\left[M\left(t\right)q(𝐫,t)\right]`$, two temperatures, $`T_{c1}^A`$ and $`T_{c2}^A`$ can be obtained by setting $`𝒟^{}`$ and $`𝒞`$ to be zero, respectively. $`T_{c1}^A`$ will be lower than the critical temperature on a regular lattice, $`T_c^{reg}`$, and suggests that the point at which the diffusion stops will be lowered by the randomness. $`T_{c2}^A`$ equals $`T_c^{reg}`$, and at this point the evolution will be pure diffusion. Similarly there are also two temperatures for R-SWN, but we will have $`T_{c1}^R<T_{c2}^R<T_c^{reg}`$.

Obviously, the system behavior strongly depends on the temperature. For example, we study a one-dimensional system and the initial magnetization is $`q(x,0)=\mathrm{sin}x`$. When the temperature $`T>T_{c2}`$, both $`𝒟^{}`$ and $`𝒞`$ are positive, and the magnetization will approach homogeneity. When $`T<T_{c1}`$, both $`𝒟^{}`$ and $`𝒞`$ are negative, and the inhomogeneity will be getting more remarkable during the evolution. When $`T_{c2}<T<T_{c1}`$, $`𝒟^{}>0`$ but $`𝒞<0`$, and this is a more complex region. Although here we can still easily predict the system behavior with Eq. (52) and obtain a stationary point, generally the evolution will be strongly dependent on the local magnetization.

### C Application in Ising model

The second application of the simplified method is on the one-dimensional ferromagnetic Ising model governed by the Glauber-type mechanism. Recently it has been studied both analytically and with Monte Carlo simulations. Due to the mathematical difficulties, the study was not going very smoothly at the beginning. In Ref. , Gitterman concluded that the random long-range interactions, the number of which above a minimal value, lead to a phase transition. In Ref. , Barrat and Weigt used some approximations and expected a finite critical point ”at least for sufficiently large $`p`$ and $`k2`$” on R-SWN. They found out that this transition is of the mean-field type. Although they could not calculate the transition analytically, the numerical computation demonstrated a nonvanishing order parameter in the presence of a vanishingly small fraction of shortcuts, for $`k=2`$ and $`k=3`$. The numerical results seemed to support the following relationship, $`T_c2k/\mathrm{log}_{10}p_R`$. The more recent Monte Carlo studies have proved the above-mentioned conclusions on A-SWN and R-SWN respectively, but in those cases $`k=1`$. The analysis of the relationship between $`T_c`$ and $`p_R`$ can be found in Ref. . The critical exponents obtained from the simulation, $`\beta 1/2`$, $`\alpha 0`$, and $`\nu 1/2`$, further establish the mean-field character. However, although there is substantial numerical proof, the inexistence of such a threshold $`p_c`$, for a finite temperature transition, is still to be confirmed.

In this article, we will apply the simplified method, which is of the mean-field nature, to study the dynamic properties of the one-dimensional Ising model built on both A-SWN and R-SWN. We hope the success in the Gaussian model will continue in Ising system, of which the behavior is already known to be the mean-field-type. Although we can not obtain the full picture of the evolution, we are able to get the exact $`p`$-dependence of the critical point, and some interesting critical exponents. As will be shown below, our result agrees perfectly with the above-mentioned numerical simulation.

We find that the system shows very similar behavior on A-SWN and R-SWN. We shall give the details of R-SWN only, and report the results of A-SWN later.

On a R-SWN, the effective Hamiltonian is the same as Eq. (24) (the one-dimensional version). We substitute it into the single-spin evolving equation, Eq.(3) and obtain,

$$\frac{dq_k\left(t\right)}{dt}=q_k\left(t\right)+\underset{\left\{\sigma \right\}}{}\mathrm{tanh}\left[K\left(1p_R\right)\left(\sigma _{k1}+\sigma _{k+1}\right)+2Kp_R\overline{\sigma }\right]P(\left\{\sigma \right\};t),$$
(55)
where $`\overline{\sigma }=_{jk}\sigma _j/\left(N1\right)_j\sigma _j/N`$.

If $`p_R=0`$, then it is the one-dimensional Ising model on regular lattice, which we are familiar with. One can continue to write

$`{\displaystyle \frac{dq_k\left(t\right)}{dt}}=q_k\left(t\right)+{\displaystyle \frac{1}{2}}\left(q_{k1}+q_{k+1}\right)\mathrm{tanh}2K,`$

and

$`{\displaystyle \frac{dM\left(t\right)}{dt}}=M\left(t\right)\left(1\mathrm{tanh}2K\right).`$

It yields $`M\left(t\right)e^{t/\tau }`$, where $`\tau =\left(1\mathrm{tanh}2K\right)^1`$. When $`KK_c^{reg}=\mathrm{}`$, $`\tau \xi ^z\left(e^{2K}\right)^2`$, and thus $`z=2`$.

If the rewiring probability $`p_R=1`$, then

$`{\displaystyle \frac{dq_k\left(t\right)}{dt}}=q_k\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}\mathrm{tanh}\left(2K\overline{\sigma }\right)P(\left\{\sigma \right\};t),`$

and

$`{\displaystyle \frac{dM\left(t\right)}{dt}}=M\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}\mathrm{tanh}\left(2K\overline{\sigma }\right)P(\left\{\sigma \right\};t).`$

Although $`\mathrm{tanh}\left(2K\overline{\sigma }\right)\mathrm{tanh}\left(2KM\right)`$, if we study the case when, near the critical point, the system is in almost thorough disorder, we will have $`\mathrm{tanh}\left(2K\overline{\sigma }\right)\mathrm{tanh}\left(2KM\right)2KM`$, and

$`{\displaystyle \frac{dM\left(t\right)}{dt}}M\left(t\right)+\mathrm{tanh}\left[2KM\left(t\right)\right].`$

This helps to determine the critical point, $`K_c=1/2`$. When $`K<K_c=1/2`$, then the system will be stable in a disordered state with $`M=0`$, but when $`KK_c=1/2`$, there appears some kind of order. Taking Taylor expansion, one can find that when $`K`$ is near $`K_c`$, $`M\left(KK_c\right)^{1/2}`$. This leads to $`\beta =1/2`$ (in this specific situation). We also get the relaxation time $`\tau \left|KK_c\right|^1`$, with the scaling hypothesis (see below) we have $`z\nu =1`$.

Qualitatively similar situation should also be found when $`p_R`$ is between $`0`$ and $`1`$. First we assume that there is a critical temperature, above which the system is disordered and below which there begins to show nonzero magnetization. From Eq.(55) we find that if initially $`M=0`$ is given, then the system will stay in this disordered state. But below the critical temperature this equilibrium will not be stable. We can determine the critical point introducing a small perturbation. When $`M0`$,

$`{\displaystyle \frac{dq_k\left(t\right)}{dt}}`$ $``$ $`q_k\left(t\right)+{\displaystyle \underset{\left\{\sigma \right\}}{}}\mathrm{tanh}\left[K\left(1p_R\right)\left(\sigma _{k1}+\sigma _{k+1}\right)\right]P(\left\{\sigma \right\};t)`$ (57)
$`+2Kp_R{\displaystyle \underset{\left\{\sigma \right\}}{}}\overline{\sigma }\left\{1\mathrm{tanh}^2\left[K\left(1p_R\right)\left(\sigma _{k1}+\sigma _{k+1}\right)\right]\right\}P(\left\{\sigma \right\};t)`$
$`=`$ $`q_k\left(t\right)+{\displaystyle \frac{1}{2}}\left(q_{k1}+q_{k+1}\right)\mathrm{tanh}\left[2K\left(1p_R\right)\right]`$ (59)
$`+2Kp_R{\displaystyle \underset{\left\{\sigma \right\}}{}}\overline{\sigma }\left\{1{\displaystyle \frac{1}{2}}\left(1+\sigma _{k1}\sigma _{k+1}\right)\mathrm{tanh}^2\left[2K\left(1p_R\right)\right]\right\}P(\left\{\sigma \right\};t).`$
Because $`M`$ is very small, we believe $`\frac{1}{N}_k\overline{\sigma }\sigma _{k1}\sigma _{k+1}`$ is an even smaller quantity of higher order. Thus

$`{\displaystyle \frac{dM\left(t\right)}{dt}}`$ $`=`$ $`M+M\mathrm{tanh}\left[2K\left(1p_R\right)\right]`$ (61)
$`+2Kp_R\left\{1{\displaystyle \frac{1}{2}}\mathrm{tanh}^2\left[2K\left(1p_R\right)\right]\right\}M.`$
The critical point can be determined as

$$\mathrm{tanh}\left[2K_c^R\left(1p_R\right)\right]+2K_c^Rp_R\left\{1\frac{1}{2}\mathrm{tanh}^2\left[2K_c^R\left(1p_R\right)\right]\right\}=1.$$
(62)
If $`K<K_c^R`$, the disordered state $`M=0`$ will be stable, but if $`K>K_c^R`$, a small perturbation will drive the system apart from the disordered state towards nonzero magnetization. Now we continue to find several interesting critical exponents.

($`1`$) $`\chi \left|TT_c\right|^\gamma `$: Near the critical point, $`M_{eq}0`$. If a weak field $`H`$ is introduced, we will have

$`\beta ={\displaystyle \underset{k}{}}\sigma _k\left[K\left(1p_R\right)\sigma _{k+1}+p_R{\displaystyle \frac{K}{N1}}{\displaystyle \underset{jk}{}}\sigma _j+{\displaystyle \frac{H}{k_BT}}\right],`$

and

$$\frac{dq_k\left(t\right)}{dt}=q_k\left(t\right)+\underset{\left\{\sigma \right\}}{}\mathrm{tanh}\left[K\left(1p_R\right)\left(\sigma _{k1}+\sigma _{k+1}\right)+2Kp_R\overline{\sigma }+\frac{H}{k_BT}\right]P(\left\{\sigma \right\};t).$$
(63)
Following the same way as that taken in the calculation of the critical point (in fact, we can just replace $`2Kp_R\overline{\sigma }`$ by $`2Kp_R\overline{\sigma }+H/k_BT`$), we get

$`{\displaystyle \frac{d}{dt}}M\left(t\right)`$ $`=`$ $`M\left(t\right)+M\left(t\right)\mathrm{tanh}\left[2K\left(1p_R\right)\right]`$ (65)
$`+\left(2Kp_RM\left(t\right)+{\displaystyle \frac{H}{k_BT}}\right)\left\{1{\displaystyle \frac{1}{2}}\mathrm{tanh}^2\left[2K\left(1p_R\right)\right]\right\}.`$
From Eq.(65) one can easily find that, in a system in equilibrium near the critical point, $`K=K_c^R+\mathrm{\Delta }`$, and

$$\chi \frac{M}{H}\mathrm{\Delta }^1.$$
(66)
Thus, $`\gamma =1`$.

($`2`$) $`M\left|TT_c\right|^\beta `$: When $`M0`$, we take

$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k}{}}\overline{\sigma }\sigma _{k1}\sigma _{k+1}M^3.`$

Then from Eq. (59) we can get

$`{\displaystyle \frac{dM\left(t\right)}{dt}}`$ $``$ $`\left(1\mathrm{tanh}\left[2K\left(1p_R\right)\right]2Kp_R\left\{1{\displaystyle \frac{1}{2}}\mathrm{tanh}^2\left[2K\left(1p_R\right)\right]\right\}\right)M\left(t\right)`$
$`Kp_R\mathrm{tanh}^2\left[2K\left(1p_R\right)\right]M^3\left(t\right).`$
When $`KK_c^R=\mathrm{\Delta }0`$, let $`dM\left(t\right)/dt=0`$, and one will get $`M^2\mathrm{\Delta }`$ by taking Taylor expansion. Thus, the critical exponent $`\beta =1/2`$.

($`3`$) $`\tau \xi ^z\left|TT_c\right|^{z\nu }`$: When studying the critical slowing down, we can assume $`M`$ is very small and thus use Eq.(61). It yields

$`M\left(t\right)=M\left(0\right)e^{t/\tau },`$

where

$`\tau ^1=1\mathrm{tanh}\left[2K\left(1p_R\right)\right]2Kp_R\left\{1{\displaystyle \frac{1}{2}}\mathrm{tanh}^2\left[2K\left(1p_R\right)\right]\right\}.`$

If $`KK_c^R`$, then $`\tau \dot{\mathrm{}}`$. If $`K=K_c^R\mathrm{\Delta }`$, and $`\mathrm{\Delta }0`$, then one will find $`\tau \mathrm{\Delta }^1`$. Thus $`z\nu =1`$. It has been found in Monte Carlo simulations that $`\nu 1/2`$, so $`z=2`$. It is of the same value as that obtained on the regular lattice.

$`1`$D Ising model on A-SWN show qualitatively the same behavior: Its critical point can be determined as

$$\mathrm{tanh}2K_c^A+K_c^A\left(N1\right)p_A\left(1\frac{1}{2}\mathrm{tanh}^22K_c^A\right)=1,$$
(67)
and we have found the same critical exponents, $`\gamma `$, $`\beta `$ and $`z`$.

For a vertex on a A-SWN lattice, the number of the long range bonds is $`n_A\left(N1\right)p_A`$, while for a vertex on a R-SWN lattice, $`n_R2p_R`$. The $`n`$-dependence of critical point $`K_c`$ of $`1`$D Ising model on A-SWN and R-SW, Eqs. (62) and (67), can be found in Fig. 1. One can clearly see the mentioned-above approximate relationship, $`K_c^A\mathrm{log}_{10}n_A\mathrm{log}_{10}\left[\left(N1\right)p_A\right]`$, or $`K_c^R\mathrm{log}_{10}n_R\mathrm{log}_{10}\left(2p_R\right)`$.

When $`n_A`$ and $`n_R`$ are small enough (in the small world region), from Eqs. (62)(67) we can get

$`n_R\left(1\mathrm{tanh}2K_c^R\right)/\left({\displaystyle \frac{1}{2}}K_c^R\mathrm{tanh}^22K_c^R\right),`$

$`n_A\left(1\mathrm{tanh}2K_c^A\right)/\left[K_c^A\left(1{\displaystyle \frac{1}{2}}\mathrm{tanh}^22K_c^A\right)\right].`$

When $`n_A`$ and $`n_R`$ are approaching zero, $`K_c^{A,R}\mathrm{}`$. For the same value of the critical point, $`\left(n_Rn_A\right)0^+`$. As shown in Fig. 1, for most of the region, the two curves are very close to each other. However, though the difference may be infinitesimal, the curve of $`n_R`$ is always above that of $`n_A`$, as is distinct when they are relatively large.

## VI The influence of the randomness on the critical point

On the behavior of the critical point, our results show interesting contrast between the Gaussian model and the Ising model. Here, we shall mention another interesting model system, the $`D`$-dimensional mean-field (MF) Ising model, which might help us understand this problem. For a randomly selected spin in this model, each of its $`2D`$ nearest neighbors is replaced by an averaged one, and it is well known that the critical point is $`K_c=1/2D`$. A simple calculation will yield that on R-SWN $`K_c^R`$ will not change, while on A-SWN, since the long range bonds increase the contact of a spin with the system, $`K_c^A=1/\left(2D+n_A\right)`$.

Our result of the $`1`$D Ising model is in contrast to that of the MF Ising model and the Gaussian model, while for each one of them the critical temperature will be very close on A-SWN and R-SWN (the former will be higher), in the small-world region. This may be a result of the totally different role played by the long range bonds. ($`1a`$) In the $`D`$-dimensional MF Ising model, the critical point is solely determined by the mean coordination number, which decides the coupling between an individual spin and the system. It is unchanged on R-SWN but will increase on A-SWN. Thus, the critical temperature will stay unaltered on R-SWN but will be slightly increased by the long range bonds on A-SWN, which typically take up only a small fraction. ($`1b`$) As is shown by earlier studies, the Gaussian model, though being a very different system, has a critical point which also only depends on the mean coordination number. On SWN, its critical point is very similar to the MF Ising model. It is believed to be mainly a mathematical result, and to understand this we shall review the calculations in Sec. IV. On R-SWN, for an individual spin, the long range interaction partly replaces the nearest-neighbor (n.n) coupling. However, in geography, the coordination number can be considered unchanged, since no bonds are created or eliminated (they are just redirected). As a result, on the right-hand side of the evolving equations of the spins, the lost part of the n.n coupling is exactly compensated by the MF term. The critical point is determined by taking average of the evolving equations of the spins, which only consist of linear terms. Thus, it is mathematically straightforward that the critical point will stay the same. On A-SWN, the consideration is similar, except that here the coordinate number will be slightly increased. ($`2`$) The cross-over observed in the one-dimensional Ising model is certainly governed by a different mechanism. For example, on R-SWN, there are two competing length scales: the correlation length $`\xi \mathrm{exp}\left(2J/k_BT\right)`$, and the characteristic length scale of the SWN, which can be taken as the typical distance between the ends of a shortcut, $`\zeta p_R^{1/D}=p_R^1`$. When $`\xi <\zeta `$, the system basically behaves as a regular lattice, otherwise it will show MF behavior as an effect of the long range interactions. The transition occurs at $`\xi \zeta `$, suggesting a critical point $`T_c\left|\mathrm{log}_{10}p_R\right|^1`$. Since the two structures, R-SWN and A-SWN, have the same length scales, the critical point can hardly be separated in the small-world region. However, interestingly we find that the mechanism in ($`1`$), i.e., long-range bonds $``$ coordination number (interaction energy) $``$ critical point, can also be observed, though being a minor factor. As is mentioned in Sec. V C, for the same expected number of long range bonds, the critical temperature on A-SWN will be higher than that obtained on R-SWN. We expect it to be a general phenomenon, though not yet reported by the numerical simulations.

## VII Summary and Discussions

In this article, we study the critical dynamics, Glauber-type and Kawasaki-type, on two typical small-world networks, adding-type (A-SWN) and rewiring type (R-SWN).

The logical sequence: As the introductory content we discuss the general approach of the critical dynamics, which is theoretically straightforward but may be mathematically too complex. We directly apply it to the kinetic Gaussian model governed by Glauber-type mechanism and obtain its evolution. We observe that, in the dynamic evolution of the individual spins, the influence of the system as a whole, which is the result of the presence of the long range bonds, takes the mean-field-like form as if it comes from an averaged spin. At the same time, earlier studies have revealed the mean-field (MF) static behavior of the Ising model and $`XY`$ model. These both suggest us to present the following simplified method. All the SWN realizations are deemed as a single one, with both the effective Hamiltonian and the effective behavior averaged over all of them. It is tested in the same model and exactly leads to the same rigorous result. Then this method, which is believed to be theoretically reliable and mathematically feasible, is applied to two more difficult problems, the Gaussian model governed by Kawasaki-type mechanism and the one-dimensional kinetic Ising model.

The Gaussian model: ($`1`$) Whether it is built on A-SWN or R-SWN, the long range bonds introduce the mean-field-like global influence of the system to the dynamic evolution of the individual spins. On A-SWN such influence is additional while on R-SWN it partly replaces that of the neighboring spins. ($`2`$) On A-SWN, as more long range bonds are added, the critical temperature gets higher; but on R-SWN it does not differ at all from that of the regular lattice. This interesting discrepancy is explained in Sec. VI. ($`3`$) In both networks, the relaxation time, $`\tau =1/\left(1K/K_c\right)`$, and thus $`z\nu =1`$. This dynamic property has also been obtained on regular lattices and fractal lattices. It is highly universal, independent of the geometric structure and the dynamic mechanism. ($`4`$) On SWN, the evolution of the Kawasaki-type model can be viewed as the combination of two mechanisms, the diffusion, and the automatic adjustment of the single spin to approach the average magnetization. The pure diffusion equation, $`\frac{}{t}q(𝐫,t)=𝒟^2q(𝐫,t)`$, will be modified as, $`\frac{}{t}q(𝐫,t)=𝒟^{}^2q(𝐫,t)+C\left(M\left(t\right)q(𝐫,t)\right)`$. By setting $`𝒟^{}`$ and $`𝒞`$ to be zero we will get two competing characteristic temperatures, instead of the single definition of the critical point for the regular lattices ($`𝒟=0`$). The temperature dependence of the dynamic evolution is discussed in Sec. V B.

The Ising model analytically studied by the simplified method: The system shows very similar behavior on the two networks, A-SWN and R-SWN. Introducing very small perturbation of the local magnetization to the disordered state, we obtain the critical point by judging the stability of the equilibrium. The inexistence of such a threshold $`p_c`$ for a finite temperature transition is confirmed<sup>*</sup><sup>*</sup>*As mentioned above, for some physical considerations one may define a different $`J^{}`$ for the long range bonds, which might be much smaller than $`J`$. With this method we can prove there is not such a threshold $`J_c^{}`$ either.. From the dynamic equation we obtain the critical exponents $`\gamma `$and $`\beta `$ in agreement with the numerical simulation and the already-proved MF behavior of the system. The relaxation time is divergent near the critical point as $`\tau \left|TT_c\right|^1`$ and thus $`z\nu =1`$ (note the same relationship in the Gaussian model). In the $`1`$D Ising model, the SWN effect does not change the dynamic critical exponent $`z=2`$.

The influence of the randomness on the critical point: Our result of the $`1`$D Ising model is in contrast to that of the MF Ising model and the Gaussian model. For each one of them the critical temperature on A-SWN, $`T_c^A`$, will be higher than that on R-SWN, $`T_c^R`$, obtained for the same expected number of the long range bonds, though the difference may be hardly perceivable in the small-world region. A detailed analysis of the responsible mechanisms can be found in Sec. VI.

Prospects: We hope the further studies of critical dynamics will continue to reveal interesting dynamic characteristics in the widely existing critical phenomena combined with SWN. The simplified method shall become a useful tool in this field. As the phase transition is of the MF nature, this method is certainly the best choice, and in this sense it is basically different from the custom MF approximation applied to other universality classes. Presently besides the numerical study, analytical treatment in the dynamic aspect is scarce compared to the study of the static properties. In fact, at least in some cases, such a study may be feasible and fruitful indeed. Our work, especially that on the Ising model, also shows that the study of the dynamic aspect is often able to yield much information of the general properties, in a relatively convenient way.

###### Acknowledgements.

This work was supported by the National Natural Science Foundation of China under Grant No. 10075025.

## A $`3`$D Gaussian model on R-SWN

($`1`$). The two regular bonds on $`\sigma _k`$ (connecting $`\sigma _{k1}`$ and $`\sigma _{k+1}`$) have not been rewired, and the probability is $`\left(1p\right)^2`$. This group can be further divided into many subgroups:

($`1.0`$). There are no random bond on $`\sigma _k`$. The probability is $`\left(1p\right)^2\left(1\frac{1}{N1}p\right)^{N2}`$.

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_{k+1}\right).`$

($`1.1`$). There is only one random bond on $`\sigma _k`$. The probability is $`\left(1p\right)^2C_{N2}^1\frac{1}{N1}p\left(1\frac{1}{N1}p\right)^{N3}`$, and

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_{k+1}+M\right).`$

$`\mathrm{}\mathrm{}`$.

($`1.n`$). There is $`n`$ random bonds on $`\sigma _k`$, and the probability is $`\left(1p\right)^2C_{N2}^n\left(\frac{1}{N1}p\right)^n\left(1\frac{1}{N1}p\right)^{Nn2}`$. This group can be further divided into $`C_{N1}^n`$ subgroups, each corresponding to $`n`$ specific spins connected to $`\sigma _k`$ via the random bonds, and with the same probability $`\left(1p\right)^2\left(\frac{1}{N1}p\right)^n\left(1\frac{1}{N1}p\right)^{Nn2}`$. In the $`i`$th subgroup,

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_{k+1}+{\displaystyle \underset{l=1}{\overset{n}{}}}q_{i_l}\right).`$

Thus averaging them we get,

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_{k+1}+nM\right).`$

$`\mathrm{}\mathrm{}`$.

($`1.(N2)`$). There is $`N2`$ random bonds on $`\sigma _k`$, and the probability is $`\left(1p\right)^2\left(\frac{1}{N1}p\right)^{N2}.`$

$`{\displaystyle \frac{dq_k}{dt}}`$ $`=`$ $`q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_{k+1}+{\displaystyle \underset{l=1}{\overset{N2}{}}}q_{i_l}\right)`$
$`=`$ $`q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_{k+1}+\left(N2\right)M\right).`$
Thus, the first part of the time derivative of single-spin,

$`\left({\displaystyle \frac{dq_k}{dt}}\right)_1`$ $`=`$ $`(1p)^2[q_k+{\displaystyle \frac{K}{b}}(q_{k1}+q_{k+1})`$ (A2)
$`+{\displaystyle \frac{K}{b}}{\displaystyle \underset{n=0}{\overset{N2}{}}}C_{N2}^n\left({\displaystyle \frac{p}{N1}}\right)^n(1{\displaystyle \frac{1}{N1}}p)^{Nn2}nM].`$
($`2`$). The bond connecting $`\sigma _{k1}`$ and $`\sigma _k`$ is left unchanged but that connecting $`\sigma _k`$ and $`\sigma _{k+1}`$ has been rewired. This bond can be rewired to each one of the $`N1`$ spins with equal probability $`\left(1p\right)p/N`$. In each case, we can analyze the situation in the way described above. For example, the bond is rewired to $`\sigma _j.`$

($`2.j.0`$). There are no random bond on $`\sigma _k`$. The probability is $`\left(1p\right)\frac{p}{N}\left(1p\right)^2\left(1\frac{1}{N1}p\right)^{N2}`$.

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_j\right)`$

($`2.j.1`$). There is only one random bond on $`\sigma _k`$. The probability is $`\left(1p\right)\frac{p}{N}C_{N2}^1\frac{1}{N1}p\left(1\frac{1}{N1}p\right)^{N3}.`$

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_j+M\right).`$

$`\mathrm{}\mathrm{}`$.

($`2.j.n`$). There is $`n`$ random bonds on $`\sigma _k`$, and the probability is $`\left(1p\right)\frac{p}{N}C_{N2}^n\left(\frac{1}{N1}p\right)^n\left(1\frac{1}{N1}p\right)^{Nn2}`$.

$`{\displaystyle \frac{dq_k}{dt}}=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_j+nM\right).`$

$`\mathrm{}\mathrm{}`$.

($`2.j.(N2)`$). There is $`N2`$ random bonds on $`\sigma _k`$, and the probability is $`\left(\frac{1}{N1}p\right)^{N2}.`$

$`{\displaystyle \frac{d}{dt}}q_k=q_k+{\displaystyle \frac{K}{b}}\left(q_{k1}+q_j+\left(N2\right)M\right).`$

Thus the second part of the time derivative of single-spin,

$`\left({\displaystyle \frac{dq_k}{dt}}\right)_2`$ $`=`$ $`(1p)p[q_k+{\displaystyle \frac{K}{b}}(q_{k1}+M)`$ (A4)
$`+{\displaystyle \frac{K}{b}}{\displaystyle \underset{n=0}{\overset{N2}{}}}C_{N2}^n\left({\displaystyle \frac{p}{N1}}\right)^n(1{\displaystyle \frac{1}{N1}}p)^{Nn2}nM].`$
($`3`$). The bond connecting $`\sigma _k`$ and $`\sigma _{k+1}`$ is left unchanged but that connecting $`\sigma _{k1}`$ and $`\sigma _k`$ has been rewired (we omit the very small probability that this bond may be ”rewired” to $`\sigma _k`$). Now there is only one regular bond on $`\sigma _k`$. (Pay attention that this case is different from ($`2`$).) Based on similar consideration, we have the third part of the time derivative of single-spin obeys

$`\left({\displaystyle \frac{dq_k}{dt}}\right)_3`$ $`=`$ $`(1p)p[q_k+{\displaystyle \frac{K}{b}}q_{k+1}`$ (A6)
$`+{\displaystyle \frac{K}{b}}{\displaystyle \underset{n=0}{\overset{N2}{}}}C_{N2}^n\left({\displaystyle \frac{p}{N1}}\right)^n(1{\displaystyle \frac{1}{N1}}p)^{Nn2}nM].`$
($`4`$). Both the bond connecting $`\sigma _k\sigma _{k+1}`$ and $`\sigma _{k1}\sigma _k`$ have been rewired. Based on similar consideration, we have the fourth part of the time derivative of single-spin

$$\left(\frac{dq_k}{dt}\right)_4=p^2\left[q_k+\frac{K}{b}M+\frac{K}{b}\underset{n=0}{\overset{N1}{}}C_{N2}^n\left(\frac{p}{N1}\right)^n\left(1\frac{1}{N1}p\right)^{Nn2}nM\right].$$
(A7)
Applying Eq. (12) we get

$$\frac{dq_k}{dt}=\underset{i=1}{\overset{4}{}}\left(\frac{dq_k}{dt}\right)_i=q_k+p\frac{2K}{b}M+\left(1p\right)\frac{K}{b}\left(q_{k1}+q_{k+1}\right).$$
(A8)
Caption of figures

Fig.1. The $`n`$-dependence of critical point $`K_c`$ of $`1`$D Ising model on A-SWN and R-SWN.