Non-equilibrium Thermodynamics of Piecewise Deterministic Markov Processes

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states (x,σ)∈Ω×Γ, Ω being a region in ℝ ^d or the d-dimensional torus, Γ being a finite set. The continuous variable x follows a piecewise deterministic dynamics, the discrete variable σ evolves by a stochastic jump dynamics and the two resulting evolutions are fully-coupled. We study stationarity, reversibility and time-reversal symmetries of the process. Increasing the frequency of the σ-jumps, the system behaves asymptotically as deterministic and we investigate the structure of its fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. (Phys. Rev. Lett. 87(4):040601, 2001; J. Stat. Phys. 107(3–4):635–675, 2002; J. Stat. Mech. P07014, 2007; Preprint available online at , 2008), in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti–Cohen-type symmetry relation with involution map different from time-reversal.     

Entropy of Stationary Nonequilibrium Measures of Boundary Driven Symmetric Simple Exclusion Processes

We examine the entropy of stationary nonequilibrium measures of boundary driven symmetric simple exclusion processes. In contrast with the Gibbs–Shannon entropy (Bahadoran in J. Stat. Phys. 126(4–5):1069–1082, 2007; Derrida et al. in J. Stat. Phys. 126(4–5):1083–1108, 2007), the entropy of nonequilibrium stationary states differs from the entropy of local equilibrium states.     

Gallavotti–Cohen-Type Symmetry Related to Cycle Decompositions for Markov Chains and Biochemical Applications

We slightly extend the fluctuation theorem obtained in (Lebowitz and Spohn in J. Stat. Phys. 95:333–365, 1999) for sums of generators, considering continuous-time Markov chains on a finite state space whose underlying graph has multiple edges and no loop. This extended frame is suited when analyzing chemical systems. As simple corollary we derive by a different method the fluctuation theorem of D. Andrieux and P. Gaspard for the fluxes along the chords associated to a fundamental set of oriented cycles (Andrieux and Gaspard in J. Stat. Phys. 127:107–131, 2007).     

A Pearson Random Walk with Steps of Uniform Orientation and Dirichlet Distributed Lengths

A constrained diffusive random walk of n steps in ℝ ^d and a random flight in ℝ ^d , which are equivalent, were investigated independently in recent papers (J. Stat. Phys. 127:813, 2007; J. Theor. Probab. 20:769, 2007, and J. Stat. Phys. 131:1039, 2008). The n steps of the walk are independent and identically distributed random vectors of exponential length and uniform orientation. Conditioned on the sum of their lengths being equal to a given value l, closed-form expressions for the distribution of the endpoint of the walk were obtained altogether for any n for d=1,2,4. Uniform distributions of the endpoint inside a ball of radius l were evidenced for a walk of three steps in 2D and of two steps in 4D.     

A Note on the Abelian Sandpile in $\pmb{\mathbb{Z}}^{d}$

We analyze the abelian sandpile model on ℤ ^d for the starting configuration of n particles in the origin and 2d−2 particles otherwise. We give a new short proof of the theorem of Fey, Levine and Peres (J. Stat. Phys. 198:143–159, 2010) that the radius of the toppled cluster of this configuration is O(n ^1/d ).     

A Revision on Classical Solutions to the Cauchy Boltzmann Problem for Soft Potentials

This short note complements the recent paper of the authors (Alonso, Gamba in J. Stat. Phys. 137(5–6):1147–1165, 2009). We revisit the results on propagation of regularity and stability using L ^p estimates for the gain and loss collision operators which had the exponent range misstated for the loss operator. We show here the correct range of exponents. We require a Lebesgue’s exponent α>1 in the angular part of the collision kernel in order to obtain finiteness in some constants involved in the regularity and stability estimates. As a consequence the L ^p regularity associated to the Cauchy problem of the space inhomogeneous Boltzmann equation holds for a finite range of p≥1 explicitly determined.     

On Steady Distributions of Kinetic Models of Conservative Economies

We analyze the large-time behavior of various kinetic models for the redistribution of wealth in simple market economies introduced in the pertinent literature in recent years. As specific examples, we study models with fixed saving propensity introduced by Chakraborti and Chakrabarti (Eur. Phys. J. B 17:167–170, 2000), as well as models involving both exchange between agents and speculative trading as considered by Cordier et al. (J. Stat. Phys. 120:253–277, 2005) We derive a sufficient criterion under which a unique non-trivial stationary state exists, and provide criteria under which these steady states do or do not possess a Pareto tail. In particular, we prove the absence of Pareto tails in pointwise conservative models, like the one in (Eur. Phys. J. B 17:167–170, 2000), while models with speculative trades introduced in (J. Stat. Phys. 120:253–277, 2005) develop fat tails if the market is “risky enough”. The results are derived by a Fourier-based technique first developed for the Maxwell-Boltzmann equation (Gabetta et al. in J. Stat. Phys. 81:901–934, 1995; Bisi et al. in J. Stat. Phys. 118(1–2):301–331, 2005; Pareschi and Toscani in J. Stat. Phys. 124(2–4):747–779, 2006) and from a recursive relation which allows to calculate arbitrary moments of the stationary state.     

Wegner-type Bounds for a Two-particle Lattice Model with a Generic “Rough” Quasi-periodic Potential

In this paper, we consider a class of two-particle tight-binding Hamiltonians, describing pairs of interacting quantum particles on the lattice ℤ ^d , d ≥ 1, subject to a common external potential V(x) which we assume quasi-periodic and depending on auxiliary parameters. Such parametric families of ergodic deterministic potentials (“grands ensembles”) have been introduced earlier in Chulaevsky (2007), in the framework of single-particle lattice systems, where it was proved that a non-uniform analog of the Wegner bound holds true for a class of quasi-periodic grands ensembles. Using the approach proposed in Chulaevsky and Suhov (Commun Math Phys 283(2):479–489, 2008), we establish volume-dependent Wegner-type bounds for a class of quasi-periodic two-particle lattice systems with a non-random short-range interaction.     

Triangle Percolation in Mean Field Random Graphs—with PDE

We apply a PDE-based method to deduce the critical time and the size of the giant component of the “triangle percolation” on the Erdős-Rényi random graph process investigated by Derényi, Palla and Vicsek in (Phys. Rev. Lett. 94:160202, [2005]; J. Stat. Phys. 128:219–227, [2007]).     

Bulk Universality and Related Properties of Hermitian Matrix Models

We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally C ² and locally C ³ function (see Theorem 3.1). The proof as our previous proof in (Pastur and Shcherbina in J. Stat. Phys. 86:109–147, 1997) is based on the orthogonal polynomial techniques but does not use asymptotics of orthogonal polynomials. Rather, we obtain the sin -kernel as a unique solution of a certain non-linear integro-differential equation that follows from the determinant formulas for the correlation functions of the model. We also give a simplified and strengthened version of paper (Boutet de Monvel, et al. in J. Stat. Phys. 79:585–611, 1995) on the existence and properties of the limiting Normalized Counting Measure of eigenvalues. We use these results in the proof of universality and we believe that they are of independent interest.     

Exponential Control of Overlap in the Replica Method for <Emphasis Type="Italic">p</Emphasis>-Spin Sherrington-Kirkpatrick Model

In Talagrand (J. Stat. Phys. 126(4–5):837–894, 2007) the large deviations limit for the moments of the partition function Z _N in the Sherrington-Kirkpatrick model (Sherrington and Kirkpatrick in Phys. Rev. Lett. 35:1792–1796, 1972) was computed for all real a≥0. For a≥1 this result extends the classical physicist’s replica method that corresponds to integer values of a. We give a new proof for a≥1 in the case of the pure p-spin SK model that provides a strong exponential control of the overlap. This work is partially supported by NSF grant.     

Drude Weight in Non Solvable Quantum Spin Chains

For a quantum spin chain or 1D fermionic system, we prove that the Drude weight D verifies the universal Luttinger liquid relation v_s²=D/kv_{s}^{2}=D/\kappa, where κ is the susceptibility and v _s is the Fermi velocity. This result is proved by rigorous Renormalization Group methods and is true for any weakly interacting system, regardless its integrability. This paper, combined with Benfatto and Mastropietro (in J. Stat. Phys. 138, 1084–1108, 2010), completes the proof of the Luttinger liquid conjecture for such systems.     

Hierarchical Spherical Model from a Geometric Point of View

A continuous version of the hierarchical spherical model at dimension d=4 is investigated. Two limit distributions of the block spin variable X ^γ , normalized with exponents γ=d+2 and γ=d at and above the critical temperature, are established. These results are proven by solving certain evolution equations corresponding to the renormalization group (RG) transformation of the O(N) hierarchical spin model of block size L ^d in the limit L ↓1 and N→∞. Starting far away from the stationary Gaussian fixed point the trajectories of these dynamical system pass through two different regimes with distinguishable crossover behavior. An interpretation of this trajectories is given by the geometric theory of functions which describe precisely the motion of the Lee–Yang zeroes. The large-N limit of RG transformation with L ^d fixed equal to 2, at the criticality, has recently been investigated in both weak and strong (coupling) regimes by Watanabe (J. Stat. Phys. 115:1669–1713, 2004) . Although our analysis deals only with N=∞ case, it complements various aspects of that work. D.H.U. Marchetti partially supported by CNPq and FAPESP. W.R.P. Conti supported by FAPESP under grant 05/57416-8.     

On Convergence to SLE<Subscript>6</Subscript> I: Conformal Invariance for Certain Models of the Bond-Triangular Type

We show how to extract Cardy’s Formula for a general class of domains given the requisite interior analyticity statement. This is accomplished by a careful study of the interplay between discretization schemes and extraction of limiting boundary values. Of particular importance to the companion work (Binder et al. in J. Stat. Phys., 2010) we establish these results for slit domains and for the critical percolation models introduced in Chayes and Lei (Rev. Math. Phys. 19:511–565, 2007).     

A Remark on the Decay of Correlations for Mixed-Range Spin Vector Models

In this short note we present some explicit conditions under which the Theorem of Braga et al. (J. Stat. Phys. 129:587–591, 2007) can be extended to spin-spin correlation functions of mixed short-range/long-range ferromagnetic vector spin models in the disordered phase.     

Ehrenfest’s Paradox and Radial Electric Field in Quasi-Neutral Tokamak Plasma

A relation between physical consequences of the so-called Ehrenfest’s Paradox and the radial electric field E _r (r) in the classical quasi-neutral tokamak plasma is shown. Basic author’s approach to the relativistic nature of the tokamak E _r (r) has been described in Romannikov (J. Exp. Theor. Phys. 108:340–348, 2009). The experiment which can resolve the Ehrenfest’s Paradox is presented.     

Target-mass and finite <Emphasis Type="Italic">t</Emphasis> corrections to diffractive deep-inelastic scattering

The quantum field theoretic treatment of inclusive deep-inelastic diffractive scattering given in a previous paper (Blümlein et al. in Nucl. Phys. B 755:112–136, 2006) is discussed in detail using an equivalent formulation with the aim to derive a representation suitable for data analysis. We consider the off-cone twist-2 light-cone operators to derive the target-mass and finite t corrections to diffractive deep-inelastic scattering and deep-inelastic scattering. The corrections turn out to be at most proportional to x|t|/Q ², xM ²/Q ², x=x _BJ or x _ℙ, which suggests an expansion in these parameters. Their contribution varies in size considering diffractive scattering or meson-exchange processes. Relations between different kinematic amplitudes which are determined by one and the same diffractive GPD or its moments are derived. In the limit t,M ²→0 one obtains the results of (Blümlein and Robaschik in Phys. Lett. B 517:222, 2001) and (Blümlein and Robaschik in Phys. Rev. D 65:096002, 2002).     

Thomae Formula for General Cyclic Covers of $${{\mathbb {CP}}^1}$$

Let X be a general cyclic cover of \mathbbCP¹{\mathbb{CP}^{1}} ramified at m points, λ₁... λ _m . we define a class of non-positive divisors on X of degree g −1 supported in the pre images of the branch points on X, such that the Riemann theta function does not vanish on their image in J(X). We generalize the results of Bershadsky and Radul (Commun Math Phys 116:689–700, 1988), Nakayashiki (Publ Res Inst Math Sci 33(6):987–1015, 1997) and Enolskii and Grava (Lett Math Phys 76(2–3):187–214, 2006) and prove that up to a certain determinant of the non-standard periods of X, the value of the Riemann theta function at these divisors raised to a high enough power is a polynomial in the branch point of the curve X. Our approach is based on a refinement of Accola’s results for 3 cyclic sheeted cover (Accola, in Trans Am Math Soc 283:423–449, 1984) and a generalization of Nakayashiki’s approach explained in Nakayashiki (Publ Res Inst Math Sci 33(6):987–1015, 1997) for general cyclic covers.     

Kinetic Models with Randomly Perturbed Binary Collisions

We introduce a class of Kac-like kinetic equations on the real line, with general random collisional rules which, in some special cases, identify models for granular gases with a background heat bath (Carrillo et al. in Discrete Contin. Dyn. Syst. 24(1):59–81, 2009), and models for wealth redistribution in an agent-based market (Bisi et al. in Commun. Math. Sci. 7:901–916, 2009). Conditions on these collisional rules which guarantee both the existence and uniqueness of equilibrium profiles and their main properties are found. The characterization of these stationary states is of independent interest, since we show that they are stationary solutions of different evolution problems, both in the kinetic theory of rarefied gases (Cercignani et al. in J. Stat. Phys. 105:337–352, 2001; Villani in J. Stat. Phys. 124:781–822, 2006) and in the econophysical context (Bisi et al. in Commun. Math. Sci. 7:901–916, 2009).     

Sequential Cavity Method for Computing Free Energy and?Surface Pressure

We propose a new method for the problems of computing free energy and surface pressure for various statistical mechanics models on a lattice ℤ ^d . Our method is based on representing the free energy and surface pressure in terms of certain marginal probabilities in a suitably modified sublattice of ℤ ^d . Then recent deterministic algorithms for computing marginal probabilities are used to obtain numerical estimates of the quantities of interest. The method works under the assumption of Strong Spatial Mixing (SSP), which is a form of a correlation decay. We illustrate our method on the hard-core and monomer-dimer models, on which we improve several earlier estimates. For example we show that the exponential of the monomer-dimer coverings of ℤ³ belongs to the interval [0.78595,0.78599], improving best previously known estimate of [0.7850,0.7862] obtained in (Friedland and Peled in Adv. Appl. Math. 34:486–522, 2005; Friedland et al. in J. Stat. Phys., 2009). Moreover, we show that given a target additive error ε>0, the computational effort of our method for these two models is (1/ε) ^O(1) both for the free energy and surface pressure values. In contrast, prior methods, such as the transfer matrix method, require exp ((1/ε) ^O(1)) computation effort.