Ensemble and trajectory statistics in a nonlinear partial differential equation

We have examined the influence of parametric noise on the solution behavioru(t, x) of a nonlinear initial value() problem arising in cell kinetics. In terms of ensemble statistics, the eventual limiting solution mean and variance are well-characterized functions of the noise statistics, and and depend on . When noise is continuously present along the trajectory, and are independent of the noise statistics and . However, in their evolution toward and , both _u (t, x) and _u ² (t, x) depend on the noise and.     

Central limit theorems for percolation models

Letp 1/2 be the open-bond probability in Broadbent and Hammersley's percolation model on the square lattice. LetW _x be the cluster of sites connected tox by open paths, and let(n) be any sequence of circuits with interiors . It is shown that for certain sequences of functions {f _n }, converges in distribution to the standard normal law when properly normalized. This result answers a problem posed by Kunz and Souillard, proving that the numberS _n of sites inside(n) which are connected by open paths to(n) is approximately normal for large circuits(n).     

Power-law falloff in the kosterlitz-Thouless phase of a two-dimensional lattice Coulomb gas

We give a rigorous proof of power-law falloff in the Kosterlitz-Thouless phase of a two-dimensional Coulomb gas in the sense that there exists a critical inverse temperaturegb and a constant >0 such that for all> and all external charges R we have , whereG (x) is the two-point external charges correlation function,=dist(, Z), and for 0$$ " align="middle" border="0"> . In the case of a hard-core or standard Coulomb gas with activityz, we may choose=(z) such that(z)24 asz0.     

Quenched Averages for Self-Avoiding Walks and Polygons on Deterministic Fractals

We study rooted self avoiding polygons and self avoiding walks on deterministic fractal lattices of finite ramification index. Different sites on such lattices are not equivalent, and the number of rooted open walks W _n (S), and rooted self-avoiding polygons P _n (S) of n steps depend on the root S. We use exact recursion equations on the fractal to determine the generating functions for P _n (S), and W _n(S) for an arbitrary point S on the lattice. These are used to compute the averages ,, and over different positions of S. We find that the connectivity constant μ, and the radius of gyration exponent are the same for the annealed and quenched averages. However, , and , where the exponents and , take values different from the annealed case. These are expressed as the Lyapunov exponents of random product of finite-dimensional matrices. For the 3-simplex lattice, our numerical estimation gives and , to be compared with the known annealed values and .     

On a Shock Front in Burgers Turbulence

We investigate how chaos propagates in the solution of Burgers equation _t u+u _x u=0 with initial condition u(,0) distributed as a white noise on and 0 on . We describe the evolution of the shock front that travels to the left. Asymptotics are given for both large and small time t.     

Dynamical Localization II with an Application to the Almost Mathieu Operator

Several recent works have established dynamical localization for Schrödinger operators, starting from control on the localization length of their eigenfunctions, in terms of their centers of localization. We provide an alternative way to obtain dynamical localization, without resorting to such a strong condition on the exponential decay of the eigenfunctions. Furthermore, we illustrate our purpose with the almost Mathieu operator, H _{, ,} =–+ cos(2(+x)), 15 and with good Diophantine properties. More precisely, for almost all , for all q>0, and for all functions ²( ) of compact support, we show that The proof applies equally well to discrete and continuous random Hamiltonians. In all cases, it uses as input a repulsion principle of singular boxes, supplied in the random case by the multi-scale analysis.     

Computer simulation of shock waves in the completely asymmetric simple exclusion process

We study the evolution of the completely asymmetric simple exclusion process in one dimension, with particles moving only to the right, for initial configurations corresponding to average density _– ( ₊) left (right) of the origin, _{– +}. The microscopic shock position is identified by introducing a second-class particle. Results indicate that the shock profile is stable, and that the distribution as seen from the shock positionN(t) tends, as time increases, to a limiting distribution, which is locally close to an equilibrium distribution far from the shock. Moreover , withV=1– _–– ₊, as predicted, and the dispersion ofN(t), ²(t), behaves linearly, for not too small values of ₊– _–, i.e., , whereS is equal, up to a scaling factor, to the valueS _WA predicted in the weakly asymmetric case. For ₊= _– we find agreement with the conjecture .Dedicated to the memory of Paola Calderoni.     

Construction of simple approximants for the structure factor and magnetization for the simple cubic Ising model

A renormalization group method is used to construct approximants for the magnetization,m, and the static structure factor, (q), for the simple cubic Ising model. Using the best values for the thermal critical index, the transition temperature, and the nearest-neighbor correlation function as input, we obtain recursion relations form and (q) which lead to reasonable results over a wide range of temperatures and wave numbers.     

Direction-direction correlations of oriented polymers

We calculate the direction-direction correlations between the tangent vectors of an oriented self-avoiding walk (SAW). LetJ (x) andJ ^v (0) be components of unit-length tangent vectors of an oriented SAW, at the spatial pointsx and 0, respectively. Then for distances |x| much less than the average distance between the endpoints of the walk, the correlation function ofJ (x) withJ ^v (0) has, ind dimensions, the form . The dimensionless amplitudek(d) is universal, and can be calculated exactly in two dimensions by using Coulomb gas techniques, where it is found to bek(2)=12/25 ². In three dimensions, the -expansion to second order in together with the exact value ofk(2)in two dimensions allows the estimatek(3)=0.0178±0.0005. In dimensionsd4, the universal amplitudek(d) of the direction-direction correlation functions of an oriented SAW is the same as the universal amplitude of the direction-direction correlation functions of an oriented random walk, and is given byk(d)= ²(d/2)/(d–2) ^d .     

Absence of symmetry breaking for systems of rotors with random interactions

We prove that Gibbs states for the Hamiltonian , with thes _x varying on theN-dimensional unit sphere, obtained with nonrandom boundary conditions (in a suitable sense), are almost surely rotationally invariant if withJ _xy i.i.d. bounded random variables with zero average, 1 in one dimension, and 2 in two dimensions.     

Analyticity properties of eigenfunctions and scattering matrix

For potentialsV=V(x)=O(|x|^–2–) for |x|,x³ we prove that if theS-matrix of (–, –+V) has an analytic extension to a regionO in the lower half-plane, then the family of generalized eigenfunctions of –+V has an analytic extension toO such that for |Imk|<b. Consequently, the resolvent (–+V–z ²)^–1 has an analytic continuation from ⁺ to {kOImk|<b} as an operator from _b ={f=e ^–b|x| g|gL ₂(³)} to _–b . Based on this, we define for potentialsW=o(e ^–2b|x|) resonances of (–+V, –+V+W) as poles of and identify these resonances with poles of the analytically continuedS-matrix of (–+V, –+V+W).The author would like to thank the Institute for Advanced Study for its hospitality and the National Science Foundation for financial support under Grant No. DMS-8610730(1)     

Comments on “power-law falloff in the Kosterlitz-Thouless phase of a two-dimensional lattice Coulomb gas”

A simple argument is presented by which one can show that the critical inverse temperature _c of a two-dimensional Coulomb gas (standard or hard-core) with activityz satisfies , where in the low-activity limit. Previous results yield .     

Large Deviation of the Density Profile in the Steady State of the Open Symmetric Simple Exclusion Process

We consider an open one dimensional lattice gas on sites i=1,..., N, with particles jumping independently with rate 1 to neighboring interior empty sites, the simple symmetric exclusion process. The particle fluxes at the left and right boundaries, corresponding to exchanges with reservoirs at different chemical potentials, create a stationary nonequilibrium state (SNS) with a steady flux of particles through the system. The mean density profile in this state, which is linear, describes the typical behavior of a macroscopic system, i.e., this profile occurs with probability 1 when N. The probability of microscopic configurations corresponding to some other profile (x), x=i/N, has the asymptotic form exp[–N ({})]; is the large deviation functional. In contrast to equilibrium systems, for which _eq({}) is just the integral of the appropriately normalized local free energy density, the we find here for the nonequilibrium system is a nonlocal function of . This gives rise to the long range correlations in the SNS predicted by fluctuating hydrodynamics and suggests similar non-local behavior of in general SNS, where the long range correlations have been observed experimentally.     

A limit theorem for stochastic acceleration

We consider the motion of a particle in a weak mean zero random force fieldF, which depends on the position,x(t), and the velocity,v(t)= (t). The equation of motion is (t)=F(x(t),v(t), ), wherex(·) andv(·) take values in ^d ,d3, and ranges over some probability space. We show, under suitable mixing and moment conditions onF, that as 0,v (t)v(t/²) converges weakly to a diffusion Markov processv(t), and ² x (t) converges weakly to , wherex=lim ² x (0).     

Large Deviations for Quantum Spin Systems

We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages , where the X _i 's are copies of a self-adjoint element X (level one large deviations). From the analyticity of the generating function, we obtain the central limit theorem. We generalize to a level two large deviation principle for the distribution of      

BRS Cohomology and the Chern Character in Noncommutative Geometry

We briefly report on new results concerning a perturbation expansion structure within the framework of an analytic version of perturbative quantum chromodynamics (pQCD). This approach combines the RG symmetry with the Källén–Lehmann analyticity in the Q² variable. The procedure of analytization matches this analyticity with the RG invariance by adding to the analytized invariant coupling some nonperturbative contributions containing no adjustable parameters. In turn, the new perturbative expansion (the APT expansion) for an observable represents asymptotic expansion over a nonpower set of specific functions rather than in powers of . We analyze this set and show that it obeys different properties in various ranges of the Q² variable. In the UV, it is close to the power set used in the pQCD calculation. However, generally, this set is of a more complicated nature. In the low Q² region the behavior of is oscillating. Here, the APT expansion has a feature of asymptotic expansion à la Erdélyi. The issue of the consistency of an analytization procedure with the RG structure of observables is also discussed.     

Exact time correlation function for a nonlinearly coupled vibrational system

The time correlation function (t)=Re<[c(t), c (0)]>, which is related to the dipole spectrum and is the main focus of quantum molecular time scale generalized Langevin equation theory, is calculated for the Hamiltonian system in which a single oscillator is coupled by a nonlinear Davydov term to a chain of oscillators comprising a phonon heat bath. An exact expression for (t) is obtained. At long times we find that the time correlation function decays as a small power law atT=0K, but switches to exponential decay at higher temperature. This is a new result and bears on the long-standing issue of the existence of long-time tails.     

Higher spin BRS cohomology of supersymmetric chiral matter inD=4

We examine the BRS cohomology of chiral matter inN=1,D=4 supersymmetry to determine a general form of composite superfield operators which can suffer from supersymmetry anomalies. Composite superfield operators _{(a, b)} are products of the elementary chiral superfieldsS and and the derivative operatorsD , and . Such superfields _{(a, b)} can be chosen to have a symmetrized undotted indices _i and b symmetrized dotted indices . The result derived here is that each composite superfield _(a,b) is subject to potential supersymmetry anomalies ifa–b is an odd number, which means that _(a,b) is a fermionic superfield.     

Multiplicative Cellular Automata on Nilpotent Groups: Structure, Entropy, and Asymptotics

If , and is a finite (nonabelian) group, then is a compact group; a multiplicative cellular automaton (MCA) is a continuous transformation which commutes with all shift maps, and where nearby coordinates are combined using the multiplication operation of . We characterize when MCA are group endomorphisms of , and show that MCA on inherit a natural structure theory from the structure of . We apply this structure theory to compute the measurable entropy of MCA, and to study convergence of initial measures to Haar measure.     

Finite Range of Large Perturbations in Hamiltonian Dynamics

The dynamics defined by the Hamiltonian , where the _m are fixed random phases, is investigated for large values of A, and for . For a given P ^* and for , this Hamiltonian is transformed through a rigorous perturbative treatment into a Hamiltonian where the sum of all the nonresonant terms, having a Q dependence of the kind cos(kQ – nt + _m) with \Delta \upsilon$$ " align="middle" border="0"> , is a random variable whose r.m.s. with respect to the _m is exponentially small in the parameter . Using this result, a rationale is provided showing that the statistical properties of the dynamics defined by H, and of the reduced dynamics including at each time t only the terms in H such that , can be made arbitrarily close by increasing . For practical purposes close to 5 is enough, as confirmed numerically. The reduced dynamics being nondeterministic, it is thus analytically shown, without using the random-phase approximation, that the statistical properties of a chaotic Hamiltonian dynamics can be made arbitrarily close to that of a stochastic dynamics. An appropriate rescaling of momentum and time shows that the statistical properties of the dynamics defined by H can be considered as independent of A, on a finite time interval, for A large. The way these results could generalize to a wider class of Hamiltonians is indicated.