N/V-limit for stochastic dynamics in continuous particle systems

We provide an N/V-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on ℝ ^d ,d≥1. Starting point is an N-particle stochastic dynamic with singular interaction and reflecting boundary condition in a subset Λ⊂ℝ ^d with finite volume (Lebesgue measure) V=|Λ|<∞. The aim is to approximate the infinite particle, infinite volume stochastic dynamic by the above N-particle dynamic in Λ as N→∞ and V→∞ such that N/V→ρ, where ρ is the particle density. First we derive an improved Ruelle bound for the canonical correlation functions under an appropriate relation between N and V. Then tightness is shown by using the Lyons–Zheng decomposition. The equilibrium measures of the accumulation points are identified as infinite volume canonical Gibbs measures by an integration by parts formula and the accumulation points themselves are identified as infinite particle, infinite volume stochastic dynamics via the associated martingale problem. Assuming a property closely related to Markov uniqueness and weaker than essential self-adjointness, via Mosco convergence techniques we can identify the accumulation points as Markov processes and show uniqueness. I.e., all accumulation corresponding to one invariant canonical Gibbs measure coincide. The proofs work for general repulsive interaction potentials ϕ of Ruelle type and all temperatures, densities, and dimensions d≥1, respectively. ϕ may have a nontrivial negative part and infinite range as e.g. the Lennard–Jones potential. Additionally, our result provides as a by-product an approximation of grand canonical Gibbs measures by finite volume canonical Gibbs measures with empty boundary condition.     

Large deviations and continuum limit in the 2D Ising model

Summary. We study the 2D Ising model in a rectangular box Λ _L of linear size O(L). We determine the exact asymptotic behaviour of the large deviations of the magnetization ∑ _t∈ΛL σ(t) when L→∞ for values of the parameters of the model corresponding to the phase coexistence region, where the order parameter m ^* is strictly positive. We study in particular boundary effects due to an arbitrary real-valued boundary magnetic field. Using the self-duality of the model a large part of the analysis consists in deriving properties of the covariance function <σ(0)σ(t)>, as |t|→∞, at dual values of the parameters of the model. To do this analysis we establish new results about the high-temperature representation of the model. These results are valid for dimensions D≥2 and up to the critical temperature. They give a complete non-perturbative exposition of the high-temperature representation. We then study the Gibbs measure conditioned by {|∑ _t∈ΛL σ(t) −m|Λ _L ||≤|Λ _L |L ^{− c} }, with 0<c<1/4 and −m ^*<m<m ^*. We construct the continuum limit of the model and describe the limit by the solutions of a variational problem of isoperimetric type. Received: 17 October 1996 / In revised form: 7 March 1997     

Gibbsianness of fermion random point fields

We consider fermion (or determinantal) random point fields on Euclidean space ℝ^d. Given a bounded, translation invariant, and positive definite integral operator J on L²(ℝ^d), we introduce a determinantal interaction for a system of particles moving on ℝ^d as follows: the n points located at x₁,· · ·,x_n ∈ ℝ^d have the potential energy given by where j(x−y) is the integral kernel function of the operator J. We show that the Gibbsian specification for this interaction is well-defined. When J is of finite range in addition, and for d≥2 if the intensity is small enough, we show that the fermion random point field corresponding to the operator J(I+J)⁻¹ is a Gibbs measure admitted to the specification.     

Surface order large deviations for Ising,Potts and percolation models

Summary We derive uniform surface order large deviation estimates for the block magnetization in finite volume Ising (or Potts) models with plus or free (or a combination of both) boundary conditions in the phase coexistence regime ford3. The results are valid up to a limit of slab-thresholds, conjectured to agree with the critical temperature. Our arguments are based on the renormalization of the random cluster model withq1 andd3, and on corresponding large deviation estimates for the occurrence in a box of a largest cluster with density close to the percolation probability. The results are new even for the case of independent percolation (q=1). As a byproduct of our methods, we obtain further results in the FK model concerning semicontinuity (inp andq) of the percolation probability, the second largest cluster in a box and the tail of the finite cluster size distribution.     

On a variational problem for an infinite particle system in a random medium Part II: The local growth rate

Summary This paper solves the second of two variational problems arising in the study of an infinite system of particles that branch and migrate in a random medium. This variational problem involves a non-linear functional on a subset of the stationary probability measures on [×⁺], describing the interplay between particles and medium. It is shown that the variational problem can be solved in terms of the Lyapunov exponent of a product of random × matrices. This Lyapunov exponent is calculated via a random continued fraction. By analyzing the latter we are able to compute the maximum and the maximizer in the variational problem. It is found that these quantities exhibit interesting non-analyticities and changes of sign as a function of model parameters, which correspond to phase transitions in the infinite particle system. By combining with results from Part I we obtain a complete picture of the phase diagram.     

Continuous spin models on annealed generalized random graphs

We study Gibbs distributions of spins taking values in a general compact Polish space, interacting via a pair potential along the edges of a generalized random graph with a given asymptotic weight distribution $P$, obtained by annealing over the random graph distribution.First we prove a variational formula for the corresponding annealed pressure and provide criteria for absence of phase transitions in the general case.We furthermore study classes of models with second order phase transitions which include rotation-invariant models on spheres and models on intervals, and classify their critical exponents. We find critical exponents which are modified relative to the corresponding mean-field values when $P$ becomes too heavy-tailed, in which case they move continuously with the tail-exponent of $P$. For large classes of models they are the same as for the Ising model treated in Dommers et al. (2016). On the other hand, we provide conditions under which the model is in a different universality class, and construct an explicit example of such a model on the interval.     

Uniqueness of Gibbs states for quantum lattice systems

Summary. We prove uniqueness of Euclidean Gibbs states for certain quantum lattice systems with unbounded spins. We use Dobrushin’s uniqueness criterion. The necessary estimates for the Vasershtein distance between the corresponding one-point conditional distributions with boundary conditions differing only at one side, are obtained by proving a Log-Sobolev inequality on the infinite dimensional single spin (= loop) spaces. Some important classes of concrete examples to which all this applies are discussed. Received: 28 February 1996 / In revised form: 9 September 1996     

Coexistence of infinite (*)-clusters II. Ising percolation in two dimensions

Summary We show a strong type of conditionally mixing property for the Gibbs states ofd-dimensional Ising model when the temperature is above the critical one. By using this property, we show that there is always coexistence of infinite (+ *)-and (–*)-clusters when is smaller than _c andh=0 in two dimensions. It is also possible to show that this coexistence region extends to some non-zero external field case, i.e., for every < _c, there exists someh _c()>0 such that |h|<h _c() implies the coexistence of infinite (*)-clusters with respect to the Gibbs state for (,h).work supported in part by Grant in Aid for Cooperative research no. 03302010, Grant in Aid for Scientific Research no. 03640056 and ISM Cooperative research program (91-ISM,CRP-3)To the memory of Professor Haruo Totoki     

The log-Sobolev inequality for weakly coupled lattice fields

We consider a ferromagnetic spin system with unbounded interactions on the d-dimensional integer lattice (d > 1). Under mild assumptions on the one-body interactions (so that arbitrarily deep double wells are allowed), we prove that if the coupling constants are small enough, then the finite volume Gibbs states satisfy the log-Sobolev inequality uniformly in the volume and the boundary condition. Received: 11 November 1997 / Revised version: 17 July 1998     

Diffusive scaling of the spectral gap for the dilute Ising lattice-gas dynamics below the percolation threshold

We consider a conservative stochastic lattice-gas dynamics reversible with respect to the canonical Gibbs measure of the bond dilute Ising model on ℤ ^d at inverse temperature β. When the bond dilution density p is below the percolation threshold we prove that for any particle density and any β, with probability one, the spectral gap of the generator of the dyamics in a box of side L centered at the origin scales like L ⁻². Such an estimate is then used to prove a decay to equilibrium for local functions of the form where ε is positive and arbitrarily small and α = ? for d = 1, α=1 for d≥2. In particular our result shows that, contrary to what happes for the Glauber dynamics, there is no dynamical phase transition when β crosses the critical value β _c of the pure system. Received: 10 April 2000 / Revised version: 23 October 2000 / Published online: 5 June 2001     

Freezing transition in the Ising model without internal contours

We consider the low temperature Ising model in a uniform magnetic field h > 0 with minus boundary conditions and conditioned on having no internal contours. This simple contour model defines a non-Gibbsian spin state. For large enough magnetic fields (h >: h _c ) this state is concentrated on the single spin configuration of all spins up. For smaller values (h≤h _c ), the spin state is non-trivial. At the critical point h _c ≠ 0 the magnetization jumps discontinuously. Freezing provides also an example of a translation invariant weakly Gibbsian state which is not almost Gibbsian. Received: 10 November 1998     

Time dependent critical fluctuations of a one dimensional local mean field model

Summary One-dimensional stochastic Ising systems with a local mean field interaction (Kac potential) are investigated. It is shown that near the critical temperature of the equilibrium (Gibbs) distribution the time dependent process admits a scaling limit given by a nonlinear stochastic PDE. The initial conditions of this approximation theorem are then verified for equilibrium states when the temperature goes to its critical value in a suitable way. Earlier results of Bertini-Presutti-Rüdiger-Saada are improved, the proof is based on an energy inequality obtained by coupling the Glauber dynamics to its voter type, linear approximation.     

Regularity and mass conservation for discrete coagulation–fragmentation equations with diffusion

We present a new a priori estimate for discrete coagulation–fragmentation systems with size-dependent diffusion within a bounded, regular domain confined by homogeneous Neumann boundary conditions. Following from a duality argument, this a priori estimate provides a global L²$L^2$ bound on the mass density and was previously used, for instance, in the context of reaction–diffusion equations.     

Solvability of strongly nonlinear boundary value problems for second order differential inclusions

In this paper we study a problem for a second order differential inclusion with Dirichlet, Neumann and mixed boundary conditions. The equation is driven by a nonlinear, not necessarily homogeneous, differential operator satisfying certain conditions and containing, as a particular case, the p$p$-Laplacian operator. We prove the existence of solutions both for the case in which the multivalued nonlinearity has convex values and for the case in which it has not convex values. The presence of a maximal monotone operator in the equation make the results applicable to gradient systems with non-smooth, time invariant, convex potential and differential variational inequalities.     

Multiple positive radial solutions on annuli for nonlinear Neumann problems with large growth

We consider a classical semilinear elliptic equation with Neumann boundary conditions on an annulus in R ^N . The nonlinear term is the product of a radially symmetric coefficient with a pure power. We prove that if the power is sufficiently large, the problem admits at least three distinct positive and radial solutions. In case the coefficient is constant, we show that none of the three solutions is constant. The methods are variational and are based on the study of a suitable limit problem.     

Necessity of a Wiener type condition for boundary regularity of quasiminimizers and nonlinear elliptic equations

We use variational methods to obtain a pointwise estimate near a boundary point for quasisubminimizers of the p-energy integral and other integral functionals in doubling metric measure spaces admitting a p-Poincaré inequality. It implies a Wiener type condition necessary for boundary regularity for p-harmonic functions on metric spaces, as well as for (quasi)minimizers of various integral functionals and solutions of nonlinear elliptic equations on R ⁿ .     

The diffusive phase of a model of self-interacting walks

Summary We consider simple random walk onZ ^d perturbed by a factor exp[T ^–P J _T], whereT is the length of the walk and . Forp=1 and dimensionsd2, we prove that this walk behaves diffusively for all – < <₀, with ₀ > 0. Ford>2 the diffusion constant is equal to 1, but ford=2 it is renormalized. Ford=1 andp=3/2, we prove diffusion for all real (positive or negative). Ford>2 the scaling limit is Brownian motion, but ford2 it is the Edwards model (with the wrong sign of the coupling when >0) which governs the limiting behaviour; the latter arises since for ,T ^–p J _T is the discrete self-intersection local time. This establishes existence of a diffusive phase for this model. Existence of a collapsed phase for a very closely related model has been proven in work of Bolthausen and Schmock.     

Hypercontractivité pour des systèmes de spins de portée infinie

Résumé Nous considérons un système de spins sur ^d . Nous prouvons l'équivalence entre premièrement une condition faible de mélange deuxièmement le contrôle du trou dans le spectre et troisièmement celui de la constante de Sobolev logarithmique pour des potentiels de Gibbs de portée non nécessairement finie. Nous en tirons des conséquences sur la vitesse de convergence des semi-groupes dansL ² et sur la décroissance des corrélations: il n'y a pas de régime intermédiaire entre un taux algébrique ent ^–2d (resp. |j-k|^–2d) et un taux exponentiel. Les résultats généraux sont montrés pour des spins à valeur dans une variété riemannienne compacte ou dans un espace fini.

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Summary We consider a spin system on ^d . We prove the equivalence between first a weak mixing condition, secondly the controle of spectral gap and thirdly the controle of logarithmic Sobolev constants for non necessarily finite range Gibbs potentials. Hence we draw consequences concerning theL ² decay to equilibrium and the correlations decay: there is no transitory rate between an algebraic decay ast ^–2d (resp. |j-k|^–2d)and exponential decay. The general results are obtained for both continuous and discrete compact spins.

This article was processed by the authors using the LATEX style filepljour Im from Springer-Verlag     

Brownian confinement and pinning in a Poissonian potential. II

Summary We continue our study ofd-dimensional Brownian motion in a soft repulsive Poissonian potential over a long time interval [0,t]. We prove here a pinning effect: for typical configuratons, with probability tending to 1 ast tends to , the particle gets trapped close to locations of near minima of certain variational problems. These locations lie at distances growing almost linearly witht from the origin, and the particle gets pinned within distance smaller than any positive power oft of one such location. In dimension 1, we can push further our estimates and show that in a suitable sense, the particle gets trapped with high probability, within time t and within distance (logt)²⁺ from a suitable location at distance of ordert/(logt)³ from the origin.This article was processed by the author using the LATEX style filepljour1m from Springer-Verlag     

The retrieval phase of the Hopfield model: A rigorous analysis of the overlap distribution*

Summary. Standard large deviation estimates or the use of the Hubbard–Stratonovich transformation reduce the analysis of the distribution of the overlap parameters essentially to that of an explicitly known random function Φ _N,β on ℝ ^M . In this article we present a rather careful study of the structure of the minima of this random function related to the retrieval of the stored patterns. We denote by m ^* (β ) the modulus of the spontaneous magnetization in the Curie–Weiss model and by α the ratio between the number of the stored patterns and the system size. We show that there exist strictly positive numbers 0 < γ _a < γ _c such that (1) If √α≦γ _a (m ^* (β )) ² , then the absolute minima of Φ are located within small balls around the points ± m ^* e ^μ , where e ^μ denotes the μ-th unit vector while (2) if √α≦γ _c (m ^* (β )) ² at least a local minimum surrounded by extensive energy barriers exists near these points. The random location of these minima is given within precise bounds. These are used to prove sharp estimates on the support of the Gibbs measures. Received: 5 August 1995 / In revised form: 22 May 1996