On some growth models with a small parameter

Summary We consider the behavior of the asymptotic speed of growth and the asymptotic shape in some growth models, when a certain parameter becomes small. The basic example treated is the variant of Richardson's growth model on ^d in which each site which is not yet occupied becomes occupied at rate 1 if it has at least two occupied neighbors, at rate 1 if it has exactly 1 occupied neighbor and, of course, at rate 0 if it has no occupied neighbor. Occupied sites remain occupied forever. Starting from a single occupied site, this model has asymptotic speeds of growth in each direction (as time goes to infinity) and these speeds determine an asymptotic shape in the usual sense. It is proven that as tends to 0, the asymptotic speeds scale as ^1/d and the asymptotic shape, when renormalized by dividing it by ^1/d , converges to a cube. Other similar models which are partially oriented are also studied.The work of R.H.S. was supported by the N.S.F. through grant DMS 91-00725. In addition, both authors were supported by the Newton Institute in Cambridge. The authors thank the Newton Institute for its support and hospitality     

The thermodynamic limit of polygonal models

We discuss the basic models of polygonal Markov fields with a two-dimensional continuous parameter % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaiabgI% GioNWaajaadsfaoiabgkOimlabl2riHoaaCaaabeqaaiaaikdaaaaa% aa!3DEB!\[x \in T \subset \mathbb{R}^2 \], which were introduced by Arak and studied later by Arak and surgailis. There are two types of polygonal models, either with a given initial distribution of the lines or of the points (vertices) of a random polygonal graph. The main result of this paper is proof of the existence of a thermodynamic limit (as % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbiqaaW2ajmaqca% WGubacciqceaQae8xKH0QdcqWIDesOdaahaaqabeaacaaIYaaaaaaa% !3C7D!\[T \uparrow \mathbb{R}^2 \]) for a class of polygonal models with a small contour length'. It is based on the study of Kirkwood-Salzburg-type equations for the correlation functions. We also discuss some examples of consistent polygonal models for which the existence of the thermodynamic limit is trivial.     

Biased random walk in a one-dimensional percolation model

We consider random walk with a nonzero bias to the right, on the infinite cluster in the following percolation model: take i.i.d. bond percolation with retention parameter p$p$ on the so-called infinite ladder, and condition on the event of having a bi-infinite path from −∞$-\infty$ to ∞$\infty$. The random walk is shown to be transient, and to have an asymptotic speed to the right which is strictly positive or zero depending on whether the bias is below or above a certain critical value which we compute explicitly.     

Multi-excited random walks on integers

We introduce a class of nearest-neighbor integer random walks in random and non-random media, which includes excited random walks considered in the literature. At each site the random walker has a drift to the right, the strength of which depends on the environment at that site and on how often the walker has visited that site before. We give exact criteria for recurrence and transience and consider the speed of the walk.Most of this work was done while the author was Szegö Assistant Professor at Stanford University.     

Sharp critical behavior for pinning models in a random correlated environment

This article investigates the effect for random pinning models of long range power-law decaying correlations in the environment. For a particular type of environment based on a renewal construction, we are able to sharply describe the phase transition from the delocalized phase to the localized one, giving the critical exponent for the (quenched) free-energy, and proving that at the critical point the trajectories are fully delocalized. These results contrast with what happens both for the pure model (i.e., without disorder) and for the widely studied case of i.i.d. disorder, where the relevance or irrelevance of disorder on the critical properties is decided via the so-called Harris Criterion (Harris, 1974) [21].     

Polynomial mixing for the complex Ginzburg–Landau equation perturbed by a random force at random times

In this paper we study the problem of ergodicity for the complex Ginzburg–Landau (CGL) equation perturbed by an unbounded random kick-force. Randomness is introduced both through the kicks and through the times between the kicks. We show that the Markov process associated with the equation in question possesses a unique stationary distribution and satisfies a property of polynomial mixing.      

Logarithmic speeds for one-dimensional perturbed random walks in random environments

We study the random walk in a random environment on Z⁺={0,1,2,…}${\mathbb{Z}}^{+}=\{0,1,2,\dots \}$, where the environment is subject to a vanishing (random) perturbation. The two particular cases that we consider are: (i) a random walk in a random environment perturbed from Sinai’s regime; (ii) a simple random walk with a random perturbation. We give almost sure results on how far the random walker is from the origin, for almost every environment. We give both upper and lower almost sure bounds. These bounds are of order (logt)^β${(logt)}^{\beta }$, for β∈(1,∞)$\beta \in (1,\infty )$, depending on the perturbation. In addition, in the ergodic cases, we give results on the rate of decay of the stationary distribution.     

Localization for branching random walks in random environment

We consider branching random walks in d$d$-dimensional integer lattice with time–space i.i.d. offspring distributions. This model is known to exhibit a phase transition: If d≥3$d\ge 3$ and the environment is “not too random”, then, the total population grows as fast as its expectation with strictly positive probability. If, on the other hand, d≤2$d\le 2$, or the environment is “random enough”, then the total population grows strictly slower than its expectation almost surely. We show the equivalence between the slow population growth and a natural localization property in terms of “replica overlap”. We also prove a certain stronger localization property, whenever the total population grows strictly slower than its expectation almost surely.     

Lyapunov exponents and asymptotic dynamics in random Kolmogorov models

The current paper is devoted to the investigation of asymptotic dynamics in random Kolmogorov models. Applying the theory of principal Lyapunov exponents and the principal spectrum developed in the authors previous papers together with the concept of part metric it provides conditions for the existence of a globally attracting positive random equilibrium, the existence of a globally attracting uniformly positive random equilibrium, and the extinction in random Kolmogorov models. These results are an important complement to the existing ones.     

Random walks in random environments without ellipticity

We consider random walks in random environments on Z^d${\mathbb{Z}}^d$. Under a transitivity hypothesis that is much weaker than the customary ellipticity condition, and assuming an absolutely continuous invariant measure on the space of the environments, we prove the ergodicity of the annealed process w.r.t. the dynamics “from the point of view of the particle”. This implies in particular that the environment viewed from the particle is ergodic. As an example of application of this result, we give a general form of the quenched Invariance Principle for walks in doubly stochastic environments with zero local drift (martingale condition).     

Hopf bifurcation in a size-structured population dynamic model with random growth

This paper is devoted to the study of a size-structured model with Ricker type birth function as well as random fluctuation in the growth process. The complete model takes the form of a reaction-diffusion equation with a nonlinear and nonlocal boundary condition. We study some dynamical properties of the model by using the theory of integrated semigroups. It is shown that Hopf bifurcation occurs at a positive steady state of the model. This problem is new and is related to the center manifold theory developed recently in [P. Magal, S. Ruan, Center manifold theorem for semilinear equations with non-dense domain and applications to Hopf bifurcation in age-structured models, Mem. Amer. Math. Soc., in press] for semilinear equation with non-densely defined operators.     

On some stochastic coalescents

We consider infinite systems of macroscopic particles characterized by their masses. Each pair of particles with masses x and y coalesce at a given rate K(x, y). We assume that K satisfies a sort of Hölder property with index λ ∈ (0,1], and that the initial condition admits a moment of order λ. We show the existence of such infinite particle systems, as strong Markov processes enjoying a Feller property. We also show that the obtained processes are the only possible limits when making the number of particles tend to infinity in a sequence of finite particle systems with the same dynamics.     

On fluid limit for the semiconductors Boltzmann equation

This paper is devoted to the derivation of (non-linear) drift-diffusion equations from the semiconductor Boltzmann equation. Collisions are taken into account through the non-linear Pauli operator, but we do not assume relation on the cross section such as the so-called detailed balance principle. In turn, equilibrium states are implicitly defined. This article follows and completes the contribution of Mellet (Monatsh. Math. 134 (4) (2002) 305-329) where the electric field is given and does not depend on time. Here, we treat the self-consistent problem, the electric potential satisfying the Poisson equation. By means of a Hilbert expansion, we shall formally derive the asymptotic model in the general case. We shall then rigorously prove the convergence in the one-dimensional case by using a modified Hilbert expansion.     

Pseudo-potentials, nonlocal symmetries and integrability of some shallow water equations

Zero curvature formulations, pseudo-potentials, modified versions, “Miura transformations”, conservation laws, and nonlocal symmetries of the Korteweg–de Vries, Camassa–Holm and Hunter–Saxton equations are investigated from a unified point of view: these three equations belong to a two-parameter family of equations describing pseudo-spherical surfaces, and therefore their basic integrability properties can be studied by geometrical means.      

On the recurrence of edge-reinforced random walk on ℤ×G

Let G be a finite tree. It is shown that edge-reinforced random walk on ℤ×G with large initial weights is recurrent. This includes recurrence on multi-level ladders of arbitrary width. For edge-reinforced random walk on {0,1, . . . ,n}×G, it is proved that asymptotically, with high probability, the normalized edge local times decay exponentially in the distance from the starting level. The estimates are uniform in n. They are used in the recurrence proof.     

Quasi-neutral limit to the drift-diffusion models for semiconductors with physical contact-insulating boundary conditions

In this paper the limit of vanishing Debye length in a bipolar drift-diffusion model for semiconductors with physical contact-insulating boundary conditions is studied in one-dimensional case. The quasi-neutral limit (zero-Debye-length limit) is proved by using the asymptotic expansion methods of singular perturbation theory and the classical energy methods. Our results imply that one kind of the new and interesting phenomena in semiconductor physics occurs.     

Limit theorems for strongly and intermediately supercritical branching processes in random environment with linear fractional offspring distributions

In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it has been noticed in previous works, there is a phase transition in the behavior of the process. Here, we examine the strongly and intermediately supercritical regimes The main result is a conditional limit theorem for the rescaled associated random walk in the intermediately case.     

Long-time limit for a class of quadratic infinite-dimensional dynamical systems inspired by models of viscoelastic fluids

We study a class of quadratic, infinite-dimensional dynamical systems, inspired by models for viscoelastic fluids. We prove that these equations define a semi-flow on the cone of positive, essentially bounded functions. As time tends to infinity, the solutions tend to an equilibrium manifold in the L²-norm. Convergence to a particular function on the equilibrium manifold is only proved under additional assumptions. We discuss several possible generalizations.