The Euler-Poincaré equations and double bracket dissipation

This paper studies the perturbation of a Lie-Poisson (or, equivalently an Euler-Poincaré) system by a special dissipation term that has Brockett's double bracket form. We show that a formally unstable equilibrium of the unperturbed system becomes a spectrally and hence nonlinearly unstable equilibrium after the perturbation is added. We also investigate the geometry of this dissipation mechanism and its relation to Rayleigh dissipation functions. This work complements our earlier work (Bloch, Krishnaprasad, Marsden and Ratiu [1991, 1994]) in which we studied the corresponding problem for systems with symmetry with the dissipation added to the internal variables; here it is added directly to the group or Lie algebra variables. The mechanisms discussed here include a number of interesting examples of physical interest such as the Landau-Lifschitz equations for ferromagnetism, certain models for dissipative rigid body dynamics and geophysical fluids, and certain relative equilibria in plasma physics and stellar dynamics.Research partially supported by the National Science Foundation PYI grant DMS-91-57556, and AFOSR grant F49620-93-1-0037.Research partially supported by the AFOSR University Research Initiative Program under grants AFOSR-87-0073 and AFOSR-90-0105 and by the National Science Foundation's Engineering Research Centers Program NSFD CDR 8803012.Research partially supported by, DOE contract DE-FG03-92ER-25129, a Fairchild Fellowship at Caltech, and the Fields Institute for Research in the Mathematical Sciences.Research partially supported by NSF Grant DMS 91-42613, DOE contract DE-FG03-92ER-25129, the Fields Institute, the Erwin Schrödinger Institute, and the Miller Institute of the University of California.     

Space-dependent dirac operators and effective quantum field theory for fermions

For the operator, wherem(x) can change sign, we develop a cluster expansion for computing the determinant and Green's functions. We use a local chiral transformation to relate the space-dependent case to the ordinary Dirac operator.Supported in part by National Science Foundation grant PHY/DMS 88-16214Supported in part by National Science Foundation grants DMS 90-08827 and DMS 88-580873Supported in part by National Science Foundation Mathematical Sciences Postdoctoral Research Fellowship DMS 88-07291     

The phase structure of the two-dimensionalN=2 Wess-Zumino model

We construct a convergent cluster expansion for the two-dimensionalN=2 Wess-Zumino model, in a region of parameter space where there are multiple phase. As a result of this expansion, we are able to construct the infinite volume field theory and demonstrate exponential decay of correlations. We are also able to investigate the different phases of the model, develop the phase diagram, and show that the free energy of each phase vanishes.Supported in part by National Science Foundation grants DMS 90-08827, PHY/DMS 88-16214 and DMS 88-58073Supported in part by National Science Foundation Mathematical Sciences Postdoctoral Research Fellowship DMS 88-07291     

A Particular Bit of Universality: Scaling Limits of Some Dependent Percolation Models

We study families of dependent site percolation models on the triangular lattice and hexagonal lattice that arise by applying certain cellular automata to independent percolation configurations. We analyze the scaling limit of such models and show that the distance between macroscopic portions of cluster boundaries of any two percolation models within one of our families goes to zero almost surely in the scaling limit. It follows that each of these cellular automaton generated dependent percolation models has the same scaling limit (in the sense of Aizenman-Burchard [3]) as independent site percolation on .The work was conducted while this author was at Department of Physics, New York University, New York, NY 10003, USA. Research partially supported by the U.S. NSF under grants DMS-98-02310 and DMS-01-02587.Research partially supported by the U.S. NSF under grants DMS-98-03267 and DMS-01-04278.Research partially supported by FAPERJ grant E-26/151.905/2000 and CNPq.     

Two-Dimensional Critical Percolation: The Full Scaling Limit

We use SLE ₆ paths to construct a process of continuum nonsimple loops in the plane and prove that this process coincides with the full continuum scaling limit of 2D critical site percolation on the triangular lattice – that is, the scaling limit of the set of all interfaces between different clusters. Some properties of the loop process, including conformal invariance, are also proved.Research partially supported by a Marie Curie Intra-European Fellowship under contract MEIF-CT-2003-500740 and by a Veni grant of the Dutch Organization for Scientific Research (NWO).Research partially supported by the U.S. NSF under grant DMS-01-04278.     

Derivation of the Euler Equations from Quantum Dynamics

We derive the Euler equations from quantum dynamics for a class of fermionic many-body systems. We make two types of assumptions. The first type are physical assumptions on the solution of the Euler equations for the given initial data. The second type are a number of reasonable conjectures on the statistical mechanics and dynamics of the Fermion Hamiltonian.©2003 B. Nachtergaele and H.-T. Yau. This article may be reproduced in its entirety for non-commercial purposes.Research partially supported by NSF # DMS-0070774.Research partially supported by NSF # DMS-0072098, the Veblen Fund from the Institute for Advanced Study and a Fellowship from the MacArthur Foundation.     

Spectral gap and logarithmic Sobolev inequality for Kawasaki and Glauber dynamics

We prove that the spectral gap of the Kawasaki dynamics shrink at the rate of 1/L ² for cubes of sizeL provided that some mixing conditions are satisfied. We also prove that the logarithmic Sobolev inequality for the Glauber dynamics in standard cubes holds uniformly in the size of the cube if the Dobrushin-Shlosman mixing condition holds for standard cubes.Research partially supported by U.S. National Science Foundation grant 9101196, Sloan Foundation Fellowship and David and Lucile Packard Foundation Fellowship     

A vanishing theorem for supersymmetric quantum field theory and finite size effects in multiphase cluster expansions

We apply cluster expansion methods to to theN=2 Wess-Zumino models in finite volume, in two space-time dimensions. We show that in the region of convergence of the cluster expansion, a vanishing theorem holds for the supercharge of the theory; that is, the dimension of the kernel of the Hamiltonian is equal to the index of the supercharge.Supported in part by National Science Foundation Mathematical Sciences Postdoctoral Research Fellowship DMS 90-07206Supported in part by National Science Foundation Mathematical Sciences Postodoctoral Research Fellowship DmS 88-07291     

Inertial range scaling of laminar shear flow as a model of turbulent transport

Asymptotic scaling behavior, characteristic of the inertial range, is obtained for a fractal stochastic system proposed as a model for turbulent transport.Research supported in part by the U.S. Department of Energy, contract DE-FG02-90ER25084Research supported in part by the U.S. Department of Energy, contract DE-FG02-90ER25084, the National Science Foundation, grant DMS-8901884, the Army Research Office, grant DAAL03-K-0017     

Upper bound on the free energy of the spin 1/2 Heisenberg ferromagnet

The authors obtain an upper bound on the free energy of the spin 1/2 Heisenberg ferromagnet. The zero field bound is, at low temperature, similar to the formula given by the magnon approximation. That is, its functional dependence on temperature is the same but the constant is different.Work partially supported by U.S. National Science Foundation grants DMS 9196047 (JGC) and DMS 9002416 (JPS).     

A Statistical Approach to the Asymptotic Behavior of a Class of Generalized Nonlinear Schrödinger Equations

A statistical relaxation phenomenon is studied for a general class of dispersive wave equations of nonlinear Schrödinger-type which govern non-integrable, non-singular dynamics. In a bounded domain the solutions of these equations have been shown numerically to tend in the long-time limit toward a Gibbsian statistical equilibrium state consisting of a ground-state solitary wave on the large scales and Gaussian fluctuations on the small scales. The main result of the paper is a large deviation principle that expresses this concentration phenomenon precisely in the relevant continuum limit. The large deviation principle pertains to a process governed by a Gibbs ensemble that is canonical in energy and microcanonical in particle number. Some supporting Monte-Carlo simulations of these ensembles are also included to show the dependence of the concentration phenomenon on the properties of the dispersive wave equation, especially the high frequency growth of the dispersion relation. The large deviation principle for the process governed by the Gibbs ensemble is based on a large deviation principle for Gaussian processes, for which two independent proofs are given.This research was supported in part by grants from the Department of Energy (DE-FG02-99ER25376) and from the National Science Foundation (NSF-DMS-0202309)This research was partially supported by a Mathematical Sciences Postdoctoral Research Fellowship from the National Science Foundation.This research was supported in part by grants from the Department of Energy (DE-FG02-99ER25376) and from the National Science Foundation (NSF-DMS-0207064).     

From Discrete Velocity Boltzmann Equations to Gas Dynamics Before Shocks

This article is devoted to the proof of the hydrodynamic limit for a discrete velocity Boltzmann equation before appearance of shocks in the limit system. Partially supported by the National Science Foundation Grants DMS-0607053, DMS-0555272 and DMS-0757227, and by the program “Pythagoras” of the Greek Secretariat of Research.     

Effective action and cluster properties of the abelian Higgs model

We continue our program to establish the Higgs mechanism and mass gap for the abelian Higgs model in two and three dimensions. We develop a multiscale cluster expansion for the high frequency modes of the theory, within a framework of iterated renormalization group transformations. The expansions yield decoupling properties needed for a proof of exponential decay of correlations. The result of this analysis is a gauge invariant unit lattice theory with a deep Higgs potential of the shape required to exhibit the Higgs mechanism.Research partially supported by the National Science Foundation under Grant DMS-8602207 and by the Air Force Office of Scientific Research under Grant AFOSR-86-0229Alfred P. Sloan Research Fellow. Research partially supported by the National Science Foundation under Grants PHY-84-13285 and PHY-85-13554Research partially supported by the National Science Foundation under Grant PHY-85-13554     

Linear Stability in an Ideal Incompressible Fluid

 We give an explicit construction of approximate eigenfunctions for a linearized Euler operator in dimensions two and three with periodic boundary conditions, and an estimate from below for its spectral bound in terms of an appropriate Lyapunov exponent. As a consequence, we prove that in dimension 2 the spectral and growth bounds for the corresponding group are equal. Therefore, the linear hydrodynamic stability of a steady state for the Euler equations in dimension 2 is equivalent to the fact that the spectrum of the linearized operator is pure imaginary. In dimension 3 we prove the estimate from below for the spectral bound that implies the same equality for every example where the relevant Lyapunov exponents could be effectively computed. For the kinematic dynamo operator describing the evolution of a magnetic field in an ideally conducting incompressible fluid we prove that the growth bound equals the spectral bound in dimensions 2 and 3. Received: 20 May 2002 / Accepted: 5 September 2002 Published online: 10 January 2003 RID="*" ID="*" The first author was partially supported by the Twinning Program of the National Academy of Sciences and National Science Foundation, and by the Research Council and Research Board of the University of Missouri. RID="**" ID="**" The second author was partially supported by the National Science Foundation grant DMS 9876947 and CRDF grant RM1-2084. Acknowledgements. The authors thank Susan Friedlander for useful discussions. Communicated by P. Constantin     

Fluctuations of one dimensional Ginzburg-Landau models in nonequilibrium

We study the fluctuation of one dimensional Ginzburg-Landau models in nonequilibrium along the hydrodynamic (diffusion) limit. The hydrodynamic limit has been proved to be a nonlinear diffusion equation by Fritz, Guo-Papanicolaou-Varadhan, etc. We proved that if the potential is uniformly convex then the fluctuation process is governed by an Ornstein-Uhlenbeck process whose drift term is obtained by formally linearizing the hydrodynamic equation.Work partially supported by the National Science Foundation under grant no. DMS 8806731 and DMS 9101196     

Nonlinear diffusion limit for a system with nearest neighbor interactions

We consider a system of interacting diffusions. The variables are to be thought of as charges at sites indexed by a periodic one-dimensional lattice. The diffusion preserves the total charge and the interaction is of nearest neighbor type. With the appropriate scaling of lattice spacing and time, a nonlinear diffusion equation is derived for the time evolution of the macroscopic charge density.Work supported by the National Science Foundation under grants no. DMS 8600233 and DMS 8701895     

Relative entropy and hydrodynamics of Ginzburg-Landau models

We prove the hydrodynamic limit of Ginzburg-Landau models by considering relative entropy and its rate of change with respect to local Gibbs states. This provides a new understanding of the role played by relative entropy in the hydrodynamics of interacting particle systems.Work partially supported by U.S. National Science Foundation Grant. DMS-8806731 and Army Grant ARO-DAAL 03-88-K-0047.     

The U(1) Higgs model

By using rigorous renormalization group methods we construct the continuum limit of the finite-volume lattice U(1) Higgs model in two and three dimensions. The method relies on a proof of the convergence of the effective action.Research supported in part by the National Science Foundation under grants PHY 82-03669 and PHY 81-17463     

Finite-size scaling and surface tension from effective one dimensional systems

We develop a method for precise asymptotic analysis of partition functions near first-order phase transitions. Working in a (+1)-dimensional cylinder of volumeL×...×L×t, we show that leading exponentials int can be determined from a simple matrix calculation providedtv logL. Through a careful surface analysis we relate the off-diagonal matrix elements of this matrix to the surface tension andL, while the diagonal matrix elements of this matrix are related to the metastable free energies of the model. For the off-diagonal matrix elements, which are related to the crossover length from hypercubic (L=t) to cylindrical (t=) scaling, this includes a determination of the pre-exponential power ofL as a function of dimension. The results are applied to supersymmetric field theory and, in a forthcoming paper, to the finite-size scaling of the magnetization and inner energy at field and temperature driven first-order transitions in the crossover region from hypercubic to cylindrical scaling.Research partially supported by the A. P. Sloan Foundation and by the NSF under DMS-8858073Research partially supported by the NSF under DMS-8858073 and DMS-9008827