Decay of Correlations and Invariance Principles for Dispersing Billiards with Cusps, and Related Planar Billiard Flows

Following recent work of Chernov, Markarian, and Zhang, it is known that the billiard map for dispersing billiards with zero angle cusps has slow decay of correlations with rate 1/n. Since the collisions inside a cusp occur in quick succession, it is reasonable to expect a much faster decay rate in continuous time. In this paper we prove that the flow is rapid mixing: correlations decay faster than any polynomial rate. A consequence is that the flow admits strong statistical properties such as the almost sure invariance principle, even though the billiard map does not. The techniques in this paper yield new results for other standard examples in planar billiards, including Bunimovich flowers and stadia.     

Diffusive–Ballistic Transition in Random Walks with Long-Range Self-Repulsion

We prove that a class of random walks on with long-range self-repulsive interactions have a diffusive-ballistic phase transition.      

SLE on Doubly-Connected Domains and the Winding of Loop-Erased Random Walks

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE _κ with parameter κ=2. In this note, some properties of an SLE _κ trace on doubly-connected domains are studied and a connection to passive scalar diffusion in a Burgers flow is emphasised. In particular, the endpoint probability distribution and winding probabilities for SLE₂ on a cylinder, starting from one boundary component and stopped when hitting the other, are found. A relation of the result to conditioned one-dimensional Brownian motion is pointed out. Moreover, this result permits to study the statistics of the winding number for SLE₂ with fixed endpoints. A solution for the endpoint distribution of SLE₄ on the cylinder is obtained and a relation to reflected Brownian motion pointed out.     

Kardar–Parisi–Zhang Equation and Large Deviations for Random Walks in Weak Random Environments

We consider the transition probabilities for random walks in \(1+1\) dimensional space-time random environments (RWRE). For critically tuned weak disorder we prove a sharp large deviation result: after appropriate rescaling, the transition probabilities for the RWRE evaluated in the large deviation regime, converge to the solution to the stochastic heat equation (SHE) with multiplicative noise (the logarithm of which is the KPZ equation). We apply this to the exactly solvable Beta RWRE and additionally present a formal derivation of the convergence of certain moment formulas for that model to those for the SHE.     

Boltzmann Limit for a Homogeneous Fermi Gas with Dynamical Hartree-Fock Interactions in a Random Medium

We study the dynamics of the thermal momentum distribution function for an interacting, homogeneous Fermi gas on ℤ³ in the presence of an external weak static random potential, where the pair interactions between the fermions are modeled in dynamical Hartree-Fock theory. We determine the Boltzmann limits associated to different scaling regimes defined by the size of the random potential, and the strength of the fermion interactions.     

Avalanche Dynamics in Quenched Random Directed Sandpile Models

We numerically investigate the quenched random directed sandpile models which are local, conservative and Abelian. A local flow balance between the outflow of grains during a single toppling at a site and the total number of grains flowing into the same site plays an important role when all the nearest-neighbouring sites of the above-mentioned site topple for once. The quenched model has the same critical exponents with the Abelian deterministic directed sandpile model when the local flow balance exists, otherwise the critical exponents of this quenched model and the annealed Abelian random directed sandpile model are the same. These results indicate that the presence or absence of this local flow balance determines the universality class of the Abelian directed sandpile model.     

Efficient Implementation of the Pivot Algorithm for Self-avoiding Walks

The pivot algorithm for self-avoiding walks has been implemented in a manner which is dramatically faster than previous implementations, enabling extremely long walks to be efficiently simulated. We explicitly describe the data structures and algorithms used, and provide a heuristic argument that the mean time per attempted pivot for N-step self-avoiding walks is O(1) for the square and simple cubic lattices. Numerical experiments conducted for self-avoiding walks with up to 268 million steps are consistent with o(log N) behavior for the square lattice and O(log N) behavior for the simple cubic lattice. Our method can be adapted to other models of polymers with short-range interactions, on the lattice or in the continuum, and hence promises to be widely useful.     

Recurrence and Transience of Random Walks¶in Random Environments on a Strip

We explain the necessary and sufficient conditions for recurrent and transient behavior of a random walk in a stationary ergodic random environment on a strip in terms of properties of a top Lyapunov exponent. This Lyapunov exponent is defined for a product of a stationary sequence of positive matrices. In the one-dimensional case this approach allows us to treat wider classes of random walks than before. Received: 15 March 2000 / Accepted: 14 April 2000     

Statistical Distribution of Quantum Entanglement for a Random Bipartite State

We compute analytically the statistics of the Renyi and von Neumann entropies (standard measures of entanglement), for a random pure state in a large bipartite quantum system. The full probability distribution is computed by first mapping the problem to a random matrix model and then using a Coulomb gas method. We identify three different regimes in the entropy distribution, which correspond to two phase transitions in the associated Coulomb gas. The two critical points correspond to sudden changes in the shape of the Coulomb charge density: the appearance of an integrable singularity at the origin for the first critical point, and the detachment of the rightmost charge (largest eigenvalue) from the sea of the other charges at the second critical point. Analytical results are verified by Monte Carlo numerical simulations. A short account of part of these results appeared recently in Nadal et al. (Phys. Rev. Lett. 104:110501, 2010).     

Central Limit Theorem for Branching Brownian Motions in Random Environment

We introduce a model of branching Brownian motions in time-space random environment associated with the Poisson random measure. We prove that, if the randomness of the environment is moderated by that of the Brownian motion, the population density satisfies a central limit theorem and the growth rate of the population size is the same as its expectation with strictly positive probability. We also characterize the diffusive behavior of our model in terms of the decay rate of the replica overlap. On the other hand, we show that, if the randomness of the environment is strong enough, the growth rate of the population size is strictly less than its expectation almost surely. To do this, we use a connection between our model and the model of Brownian directed polymers in random environment introduced by Comets and Yoshida. Partly supported by the Global COE program at Department of Mathematics and Research Institute for Mathematical Sciences, Kyoto University.     

Lyapunov Exponent for Whitney’s Problem with Random Drive

JETP Letters - We consider the statistical properties of a non-falling trajectory in the Whitney problem of an inverted pendulum excited by an external force. In the case where the external force...     

Extremal Properties for Weakly Correlated Random Variables Arising in Speckle Patterns

Extremal properties of the statistics of speckle pattern are studied in the context of so-called “optically smoothed” light beams of laser-matter interaction. It is shown that the asymptotic statistics of the highest intensity in a speckle pattern, which can be associated with the most intense speckles, follows a Gumbel law, which is in agreement with numerical simulations. It is found that the probability density function of the most intense speckle peaks around the value corresponding to the logarithm of the number of speckles in the considered volume times the average intensity value of the speckle pattern. This result is of great interest for nonlinear processes, like instabilities, where extreme speckles play an important role.     

From Coalescing Random Walks on a Torus to Kingman’s Coalescent

Journal of Statistical Physics - Let $${mathbb T}^d_N$$, $$dge 2$$, be the discrete d-dimensional torus with $$N^d$$ points. Place a particle at each site of $${mathbb T}^d_N$$ and let them...     

Analytical Approach to the One-Dimensional Disordered Exclusion Process with Open Boundaries and Random Sequential Dynamics

A one-dimensional disordered particle hopping rate asymmetric exclusion process (ASEP) with open boundaries and a random sequential dynamics is studied analytically. Combining the exact results of the steady states in the pure case with a perturbative mean field-like approach the broken particle-hole symmetry is highlighted and the phase diagram is studied in the parameter space (α,β), where α and β represent respectively the injection rate and the extraction rate of particles. The model displays, as in the pure case, high-density, low-density and maximum-current phases. All critical lines are determined analytically showing that the high-density low-density first order phase transition occurs at α≠β. We show that the maximum-current phase extends its stability region as the disorder is increased and the usual -decay of the density profile in this phase is universal. Assuming that some exact results for the disordered model on a ring hold for a system with open boundaries, we derive some analytical results for platoon phase transition within the low-density phase and we give an analytical expression of its corresponding critical injection rate α ^*. As it was observed numerically (Bengrine et al. J. Phys. A: Math. Gen. 32:2527, [1999]), we show that the quenched disorder induces a cusp in the current-density relation at maximum flow in a certain region of parameter space and determine the analytical expression of its slope. The results of numerical simulations we develop agree with the analytical ones. Regular associate of ICTP.     

Generalized Edwards Transformation and Principle of Permutation Invariance

The relativity of simultaneity is generalized by using the concept of synchronization gauge. The Lorentz transformation is derived without the postulate of the universal limiting speed, and a generalized Edwards transformation is obtained by using the principle of permutation invariance (covariance). It is shown that the existences of the one-way universal limiting speed (in the Lorentz transformation) and the constancy of the two-way average speed of light (in the Edwards transformation) are the necessary consequences of the principle of permutation invariance that is consistent with the postulate of relativity. The connection between the Edward transformation and the general coordinate transformation is discussed, and based on this, we find that the physical meaning of the Edwards parameter, which indicates anisotropy of the speed of light, is a gravitomagnetic potential of the spacetime.     

Generalized Clausius–Mossotti Formula for Random Composite with Circular Fibers

An important area of materials science is the study of effective dielectric, thermal and electrical properties of two phase composite materials with very different properties of the constituents. The case of small concentration is well studied and analytical formulas such as Clausius–Mossotti (Maxwell–Garnett) are successfully used by physicists and engineers. We investigate analytically the case of an arbitrary number of unidirectional circular fibers in the periodicity cell when the concentration of the fibers is not small, i.e., we account for interactions of all orders (pair, triplet, etc.). We next consider transversely-random unidirectional composite of the parallel fibers and obtain a closed form representation for the effective conductivity (as a power series in the concentration v). We express the coefficients in this expansion in terms of integrals of the elliptic Eisenstein functions. These integrals are evaluated and the explicit dependence of the parameter d, which characterizes random position of the fibers centers, is obtained. Thus we have extended the Clausius–Mossotti formula for the non dilute mixtures by adding the higher order terms in concentration and qualitatively evaluated the effect of randomness in the fibers locations. In particular, we have proven that the periodic array provides extremum for the effective conductivity in our class of random arrays (“shaking” geometries). Our approach is based on complex analysis techniques and functional equations, which are solved by the successive approximations method.     

A Bijection Theorem for Domino Tilings with Diagonal Impurities

We consider the dimer problem on a planar non-bipartite graph G, where there are two types of dimers one of which we regard as impurities. Computer simulations reveal a reminiscence of the Cheerios effect, that is, impurities are attracted to the boundary, which is the motivation to study this particular graph. Our main theorem is a variant of the Temperley bijection: a bijection between the set of dimer coverings and the set of spanning forests with certain conditions. We further discuss some implications of this theorem: (1) the local move connectedness yielding an ergodic Markov chain on the set of all possible dimer coverings, and (2) a rough bound for the number of dimer coverings and that for the probability of finding an impurity at a given edge, which is an extension of a result in (Nakano and Sadahiro in ).     

Eigenvalue Order Statistics for Random Schrödinger Operators with Doubly-Exponential Tails

We consider random Schrödinger operators of the form \({\Delta+\xi}\), where \({\Delta}\) is the lattice Laplacian on \({\mathbb{Z}^{d}}\) and \({\xi}\) is an i.i.d. random field, and study the extreme order statistics of the Dirichlet eigenvalues for this operator restricted to large but finite subsets of \({\mathbb{Z}^{d}}\). We show that, for \({\xi}\) with a doubly-exponential type of upper tail, the upper extreme order statistics of the eigenvalues falls into the Gumbel max-order class, and the corresponding eigenfunctions are exponentially localized in regions where \({\xi}\) takes large, and properly arranged, values. The picture we prove is thus closely connected with the phenomenon of Anderson localization at the spectral edge. Notwithstanding, our approach is largely independent of existing methods for proofs of Anderson localization and it is based on studying individual eigenvalue/eigenfunction pairs and characterizing the regions where the leading eigenfunctions put most of their mass.     

Wave Decoherence for the Random Schrödinger Equation with Long-Range Correlations

In this paper, we study the loss of coherence of a wave propagating according to the Schrödinger equation with a time-dependent random potential. The random potential is assumed to have slowly decaying correlations. The main tool to analyze the decoherence phenomena is a properly rescaled Wigner transform of the solution of the random Schrödinger equation. We exhibit anomalous wave decoherence effects at different propagation scales.