Random walk with persistence

The exact analytic result is obtained for the Fourier transform of the generating functionF(R,s)= _n=0 s ⁿ P(R,n), whereP(R,n) is the probability density for the end-to-end distanceR inn steps of a random walk with persistence. The moments R ²(n), R ⁴(n), and R ⁶(n) are calculated and approximate results forP(R,n) and R ^–1(n) are given.     

The van der Waals limit for classical systems. I. A variational principle

We consider the thermodynamic pressurep(, ) of a classical system of particles with the two-body interaction potentialq(r)+ ^v K(r), where is the number of space dimensions, is a positive parameter, and is the chemical potential. The temperature is not shown in the notation. We prove rigorously, for hard-core potentialsq(r) and for a very general class of functionsK(s), that the limit 0 of the pressurep(, ) exists and is given by where the limit and the supremum can be interchanged. Here is a certain class of nonnegative, Riemann integrable functions,D is a cube of volume |D|, anda ⁰() is the free energy density of a system withK=0 and density . A similar result is proved for the free energy.     

The infinite coupling limit and the asymptotics of coefficients of the perturbation expansion

For some functions in quantum field theory and quantum mechanics, presented by the asymptotic expansion in coupling constant g, the method for finding the approximate asymptotics when g is proposed.Such an estimation requires the first exact terms of the perturbation theory, their high-order asymptotics and supposition on the Borel summability. This method for the Gell-Mann-Low function (g) in the (4²/3)g ₍₄₎ ⁴ model gives approximately (g) 1.8 g ².     

Symmetries and half-sided modular inclusions of von Neumann algebras

LetN, be a von Neumann algebras on a Hilbert space , a common cyclic and separating vector. Assume to be cyclic and also separating forN . Denote by , _N , _N the modular operators to (, ), (N, ), resp (N , ). Assume now ^-it N ^it N for allt 0. (Such type of inclusions ((N U, ) , ) are called half-sided modular.) Then the modular groups ^it , _N ^ir , _N ^is ,t, r, s generate a unitary representation of the group S1(2, )/Z ₂ of positive energy.Another result is related to two half-sided modular inclusions (₁ , ) and (₂ , ). Under proper conditions the three modular groups ^it , ₁ ^ir , ₂ ^is ,t, r, s generate the three-dimensional subgroup of O(2, 1) of two commuting translations and the Lorentz transformation.Partly supported by the DFG, SFB 288 Differentialgeometrie und Quantenphysik.     

The interface of the Ising model and the Brownian sheet

We study the limit theorem related to the interface of the three-dimensional Ising model. Dobrushin proved that the interface does not fluctuate and becomes rigid for sufficiently large. We define the random fieldX ^L (t, s), 0t, s1, on the interface, and prove that X^L(t, s) converges to the Brownian sheet as L for sufficiently large, whereL denotes the size of the system. This result does not mean that the interface itself converges to the Brownian sheet.     

Feynman integral and complex classical trajectories

Let _t be an analytic solution of the Schrödinger equation with the initial condition . Let _t be the solution of the Schrödinger equation with the initial condition =, where is an analytic function. When 0, then _t (x) _t (x)¹ ( _t (x)), where _t (x) trajectory starting from x. We relate this result to Feynman's sum over trajectories and complex stochastic differential equations.     

The charge fluctuations in classical Coulomb systems

We study the asymptotic behavior of the charge fluctuations (Q – (Q )² in infinite classical systems of charged particles, and show, under certain clustering assumptions, that if the charge fluctuations are not extensive, then they are necessarily of the order of the surface ¦¦. Moreover, when the canonical sum rules that are typical for equilibrium states of particles interacting with long-range forces hold true, we prove a central limit theorem for the normalized charge variable ¦¦^–1/2((Q – (Q )) in two and three dimensions. In one dimension, the probability distribution of the charge itself converges. The latter case is illustrated by the example of the one-dimensional Coulomb gas.     

Exact exponent for the number of persistent spins in the zero-temperature dynamics of the one-dimensional Potts model

For the zero-temperature Glauber dynamics of theq-state Potts model, the fractionr(q, t) of spins which never flip up to timet decays like a power lawr(q, t)t ^–(q) when the initial condition is random. By mapping the problem onto an exactly soluble one-species coagulation model (A+AA) or alternatively by transforming the problem into a free-fermion model, we obtain the exact expression of (q) for all values ofq. The exponent (q) is in general irrational, (3)=0.53795082..., (4)=0.63151575..., ..., with the exception ofq=2 andq=, for which (2)=3/8 and ()=1.     

Diffusion in a one-dimensional gas of hard point particles

We simulate the classical diffusion of a particle of massM in an infinite one-dimensional system of hard point particles of massm in equilibrium. Each computer run corresponds to about 10⁸ collisions of the diffusive particle. We find that (t) 1/t fort large enough, and a crossover from an M m regime where=2 to=3 forM=m. The diffusion constant has a sharp maximum atM=m. We study moments x(t)² and x(t)⁴, and examine the behavior ofq ² (t)=x(t)⁴/3x(t)²². We find thatq(t)1 (consistent with a normal distribution) in theM limit (for all timest) and in the t limit for allM. On sabbatical leave from IVIC-Instituto Venezolano de Investigaciones Cientificas.     

Current distributions in a two-dimensional random-resistor network

The current and logarithm-of-the-current distributionsn(i) andn(ln i) on bond diluted two-dimensional random-resistor networks at the percolation threshold are studied by a modified transfer matrix method. Thek th moment (–9k8) of n(ln i) i.e., ln i&^k, is found to scale with the linear sizeL as (InL)^(k). The exponents (k) are not inconsistent with the recent theoretical prediction (k)=k, with deviations which may be attributed to severe finitesize effects. For small currents, ln n(y)–, yielding information on the threshold below which the multifractality of (i) breaks down. Our numerical results for the moments of the currents are consistent with other available results.     

Scaling of the surface tension of phase-separated polymer solutions

The tension of the interface between the equilibrium phases of a phase-separated polymer solution is obtained in the simplest mean-field approximation from the functional equation for the composition profile of the interface. For temperaturesT near the critical solution temperatureT _c, i.e., for Flory parameter near _c, and for high degrees of polymerizationN, the profile and tension scale with=N ^1/2(– _c), just as do the compositions of the coexisting phases in mean-field approximation. The surface tension in the asymptotic limitN, _c at fixedx, is found to be given bya ²/kT _c (2c'/c)^1/2 N ^-5/4(x), wherea is the lattice spacing of an underlying lattice (or, roughly, the length of a monomer),c andc are the vertical and total coordination numbers of the lattice, and(x) is a scaling function, known for allx, with the asymptotic behavior asx0 and asx. The latter implies that becomes independent ofN asN at fixedT nearT _c; the former implies that becomes proportional toN ^–1/2(1–T/T _c)^3/2 asTT _c at fixedN1, as found previously.     

Ergodic properties of infinite-dimensional stochastic systems

The ergodic properties of two stochastic models _I and _II are investigated. Each model is described by a fieldx(t),t > 0, on the lattice =Z ^d,d < . For _I,x(t) evolves according to the equations wherex _s (t) R for eachs eF. Here the {w_s(t): s } are independent, one-dimensional Wiener processes, ₂ is a bounded interaction between adjacent lattice sites, and the potentials ₁ and ₂ satisfy appropriate regularity conditions. It is shown that for each model,x(t) is a Markov process on an infinite-dimensional phase spaceX. The probability measures onX that satisfy the Dobrushin-Lanford-Ruelle (DLR) conditions are stationary for this process and have a mixing property. Moreover, for _I any stationary, time-reversal-invariant probability measure that has certain regularity properties must satisfy the DLR conditions.This paper is based on a portion of the author's Ph.D. thesis.⁽²⁾     

Radius,perimeter, and density profile for percolation clusters and lattice animals

Monte Carlo simulation and series expansion shows the radius of gyration of large clusters withs sites each to vary ass with0.56 in two and0.47 in three dimensions at the percolation threshold, and with(d=2)0.65 and(d=3)0.53 for random lattice animals (zero concentration). Clusters up tos=100 were used. The perimeter of random animals approaches 2.8s for larges on the simple cubic lattice. Monte Carlo simulation of the Eden process (growing animals) up tos=5,000 indicates a systematic variation of about ±0.05 for the effective exponent=(s) and thus suggests that the true asymptotic exponents may be compatible with the predictions of hyper-scaling.     

Diffusion and hopping conductivity in disordered one-dimensional lattice systems

We investigate one-dimensional lattice systems with (symmetric) nearest neighbor transfer ratesW _{n, n+1} which are independently distributed according to a probability density(w). For two general classes of(w), we rigorously determine the asymptotic behavior of the relevant single site Green function ₀() near=0, and obtain exact results for the long time decay of the initial probability amplitude and for the low energy density of states. A scaling hypothesis, accurately confirmed by computer simulations, is used to relate the low frequency hopping conductivity() uniquely to ₀(–i), and we conjecture that the resulting asymptotic behavior for() is also exact. The critical exponents associated with the various asymptotic laws depend on(w) and show a crossover from universal to non-universal behavior. Comparison is made with the results of several approximate treatments.     

Langevin dynamic simulation of hysteresis in a field-swept Landau potential

Numerical simulations are done of Langevin dynamics for a uniform-orderparameter, field-swept Landau model,= –|a/2|m ²+|b/4|m ⁴–mh(t) , to study hysteresis effects. The field is swept at a constant rateh(t)=h(0)+ht. The stochastic jump values of the field {h_J from an initially prepared metastable minimumm(0) are recorded, on passage to a global minimum m(). The results are: (a) The mean jump¯h _J(h) increases (hysteresis loop widens) with h, confirming a previous theoretical criterion based on rate competition between field-sweep and inverse mean first-passage time (FPT); (b) The broad jump distribution(h _J,h) is related to intrinsically large FPT fluctuations ( ²–²)/ ² O(1), and can be quantitatively understood. Possible experimental tests of the ideas are indicated.     

Parabolic problems for the Anderson model

The objective of this paper is a mathematically rigorous investigation of intermittency and related questions intensively studied in different areas of physics, in particular in hydrodynamics. On a qualitative level, intermittent random fields are distinguished by the appearance of sparsely distributed sharp peaks which give the main contribution to the formation of the statistical moments. The paper deals with the Cauchy problem (/t)u(t,x)=Hu(t, x), u(0,x)=t ₀(x) 0, (t, x) ₊ × ^d , for the Anderson HamiltonianH = + (·), (x),x d where is a (generally unbounded) spatially homogeneous random potential. This first part is devoted to some basic problems. Using percolation arguments, a complete answer to the question of existence and uniqueness for the Cauchy problem in the class of all nonnegative solutions is given in the case of i.i.d. random variables. Necessary and sufficient conditions for intermittency of the fieldsu(t,·) ast are found in spectral terms ofH. Rough asymptotic formulas for the statistical moments and the almost sure behavior ofu(t,x) ast are also derived.     

Self-consistent calculation of statics and dynamics of the roughening transition

Statics and dynamics of the modified kinetic discrete Gaussian model are treated selfconsistently using a Gaussian probability assumption. A non-trivial roughening temperatureT _R is found in exactly two dimensions only. The free energyF, the correlation length and the interface roughness h ² are found to behave—lnFlnh ²(T _R –T)^–1 for temperaturesT approachingT _R from below. The linear relaxation rate of the order parameter is found to be proportional to ^–2. As a model for crystal growth, the growth rate depends linearly upon the chemical potential difference aboveT _R , shows a metastable regime belowT _R with a spinodal limit of metastability _c , beyond which oscillatory growth starts. The critical behavior of _c is found to be ln _c –(T _R –T)^–1+O(ln (T _R –T)).     

Solution of coupled differential equations of soliton theory

We present the complete set of solutions of the coupled differential equations of the form ()²=(), ² =(). Equations of this form appear in several physical situations.     

Four-wave mixing in CO via the C 1Σ+ (υ′=0) state

Coherent vacuum ultraviolet (VUV) radiation was generated by four-wave difference frequency mixing (_VUV=2₁–₂) of pulsed dye laser radiation in carbon monoxide (CO). The frequency ₁ was tuned to the C ¹⁺(=0)X ¹⁺(=0) two-photon transition, while the dye laser frequency ₂ was scaned around 17650 cm^–1 which corresponds to the A ¹(=7)«C ¹⁺(=0) transition energy. The VUV intensity was found to be strongly wavelength dependent. The analysis of the spectrum revealed (i) that the VUV intensity was enhanced by the rotational levels of the A ¹(=7) state and (ii) that the off-resonance excitation in the C ¹⁺(=0)X ¹⁺(=0) two-photon transition greatly contributed to the present four-wave mixing process. The effects of pumping laser detuning, saturation and foreign gases are briefly discussed.     

On the dynamics of excitations in disordered systems

A new, time-local (TL) reduced equation of motion for the probability distribution of excitations in a disordered system is developed. ToO(k²) the TL equation results in a Gaussian spatial probability distribution, i.e, P(r, t) = [(2)^1/2]^–dexp(-r²/2²), where = (t) is a correlation length, andr = ¦r¦. The corresponding distribution derived from the Hahn-Zwanzig (HZ) equation is more complicated and assumes the asymptotic (r ) form: P(r, s)(s ^d )^–1exp(–r/) · (r/)^(1-d)/2 where = (s),d is the space dimensionality, ands is the Laplace transform variable conjugate tot. The HZ distribution generalizes the scaling form suggested by Alexanderet al. ford= 1. In the Markov limit (t)t, (s)1/s, and the two distributions are identical (ordinary diffusion).