Large deviations for a reaction diffusion model

Summary We obtain large deviation estimates for the empirical measure of a class of interacting particle systems. These consist of a superposition of Glauber and Kawasaki dynamics and are described, in the hydrodynamic limit, by a reaction diffusion equation. We extend results of Kipnis, Olla and Varadhan for the symmetric exclusion process, and provide an approximation scheme for the rate functional. Some physical implications of our results are briefly indicated.     

The random-cluster model on a homogeneous tree

Summary The random-cluster model on a homogeneous tree is defined and studied. It is shown that for 1q2, the percolation probability in the maximal random-cluster measure is continuous inp, while forq>2 it has a discontinuity at the critical valuep=p _c (q). It is also shown that forq>2, there is nonuniqueness of random-cluster measures for an entire interval of values ofp. The latter result is in sharp contrast to what happens on the integer lattice Z ^d .Research partially supported by a grant from the Royal Swedish Academy of Sciences     

Stationary states of random Hamiltonian systems

Summary We investigate the ergodic properties of Hamiltonian systems subjected to local random, energy conserving perturbations. We prove for some cases, e.g. anharmonic crystals with random nearest neighbor exchanges (or independent random reflections) of velocities, that all translation invariant stationary states with finite entropy per unit volume are microcanonical Gibbs states. The results can be utilized in proving hydrodynamic behavior of such systems.Hill Center for Mathematical Sciences, Rutgers University, New Brunswick, NJ 08903, USAJF was supported in parts by Japan Society for Promotion of Science (JSPS) and by NSF Grant DMR89-18903     

Non-Markovianity of the Boltzmann-Grad limit of a system of random obstacles in a given force field

In this paper we consider a particle moving in a random distribution of obstacles. Each obstacle is absorbing and a fixed force field is imposed. We show rigorously that certain (very smooth) fields prevent the process obtained by the Boltzmann-Grad limit from being Markovian. Then, we propose a slightly different setting which allows this difficulty to be removed.     

Critical phenomenon for a percolation model

We consider a percolation model which consists of oriented lines placed randomly on the plane. The lines are of random length and at a random angle with respect to the horizontal axis and are placed according to a Poisson point process; the length, angle, and orientation being independent of the underlying Poisson process. We establish a critical behaviour of this model, i.e., percolation occurs for large intensity of the Poisson process and does not occur for smaller intensities. In the special case when the lines are of fixed unit length and are either oriented vertically up or oriented horizontally to the left, with probability p or (1-p), respectively, we obtain a lower bound on the critical intensity of percolation.     

Conformal covariance of the Abelian sandpile height one field

We study the scaling limit for the height one field of the two-dimensional Abelian sandpile model. The scaling limit for the covariance having height one at two macroscopically distant sites, more generally the centred height one joint moment of a finite number of macroscopically distant sites, is identified and shown to be conformally covariant. The result is based on a representation of the height one joint intensities that is close to a block-determinantal structure.     

The diffusive phase of a model of self-interacting walks

Summary We consider simple random walk onZ ^d perturbed by a factor exp[T ^–P J _T], whereT is the length of the walk and . Forp=1 and dimensionsd2, we prove that this walk behaves diffusively for all – < <₀, with ₀ > 0. Ford>2 the diffusion constant is equal to 1, but ford=2 it is renormalized. Ford=1 andp=3/2, we prove diffusion for all real (positive or negative). Ford>2 the scaling limit is Brownian motion, but ford2 it is the Edwards model (with the wrong sign of the coupling when >0) which governs the limiting behaviour; the latter arises since for ,T ^–p J _T is the discrete self-intersection local time. This establishes existence of a diffusive phase for this model. Existence of a collapsed phase for a very closely related model has been proven in work of Bolthausen and Schmock.     

Interfaces and typical Gibbs configurations for one-dimensional Kac potentials

Summary We consider a one dimensional Ising spin system with a ferromagnetic Kac potential J(|r|),J having compact support. We study the system in the limit, »0, below the Lebowitz-Penrose critical temperature, where there are two distinct thermodynamic phases with different magnetizations. We prove that the empirical spin average in blocks of size ^–1 (for any positive ) converges, as »0, to one of the two thermodynamic magnetizations, uniformly in the intervals of size ^–p , for any given positivep1. We then show that the intervals where the magnetization is approximately constant have lengths of the order of exp(c ^–1),c>0, and that, when normalized, they converge to independent variables with exponential distribution. We show this by proving large deviation estimates and applying the Ventsel and Friedlin methods to Gibbs random fields. Finally, if the temperature is low enough, we characterize the interface, namely the typical magnetization pattern in the region connecting the two phases.The research has been partially supported by CNR, GNFM, GNSM and by grant SC1CT91-0695 of the Commission of European Communities     

Kinetic limits for a class of interacting particle systems

Summary We study one dimensional particle systems in which particles travel as independent random walks and collide stochastically. The collision rates are chosen so that each particle experiences finitely many collisions per unit time. We establish the kinetic limit and derive the discrete Boltzmann equation for the macroscopic particle density.     

The random-cluster model on the complete graph

Summary The random-cluster model of Fortuin and Kasteleyn contains as special cases the percolation, Ising, and Potts models of statistical physics. When the underlying graph is the complete graph onn vertices, then the associated processes are called mean-field. In this study of the mean-field random-cluster model with parametersp=/n andq, we show that its properties for any value ofq(0, ) may be derived from those of an Erds-Rényi random graph. In this way we calculate the critical point _c (q) of the model, and show that the associated phase transition is continuous if and only ifq2. Exact formulae are given for _C (q), the density of the largest component, the density of edges of the model, and the free energy. This work generalizes earlier results valid for the Potts model, whereq is an integer satisfyingq2. Equivalent results are obtained for a fixed edge-number random-cluster model. As a consequence of the results of this paper, one obtains large-deviation theorems for the number of components in the classical random-graph models (whereq=1).     

Coexistence of infinite (*)-clusters II. Ising percolation in two dimensions

Summary We show a strong type of conditionally mixing property for the Gibbs states ofd-dimensional Ising model when the temperature is above the critical one. By using this property, we show that there is always coexistence of infinite (+ *)-and (–*)-clusters when is smaller than _c andh=0 in two dimensions. It is also possible to show that this coexistence region extends to some non-zero external field case, i.e., for every < _c, there exists someh _c()>0 such that |h|<h _c() implies the coexistence of infinite (*)-clusters with respect to the Gibbs state for (,h).work supported in part by Grant in Aid for Cooperative research no. 03302010, Grant in Aid for Scientific Research no. 03640056 and ISM Cooperative research program (91-ISM,CRP-3)To the memory of Professor Haruo Totoki     

Second critical exponent and life span for pseudo-parabolic equation

This paper studies the second critical exponent and life span of solutions for the pseudo-parabolic equation u_t−kΔu_t=Δu+u^p in Rⁿ×(0,T), with p>1, k>0. It is proved that the second critical exponent, i.e., the decay order of the initial data required by global solutions in the coexistence region of global and non-global solutions, is independent of the pseudo-parabolic parameter k. Nevertheless, it is revealed that the viscous term kΔu_t relaxes restrictions on the amplitude of the initial data required by the global solutions. Moreover, it is observed that the life span of the non-global solutions will be delayed by the third order viscous term. Finally, some numerical examples are given to illustrate all these results.     

The fluctuations of the overlap in the Hopfield model with finitely many patterns at the critical temperature

We investigate the limiting fluctuations of the order parameter in the Hopfield model of spin glasses and neural networks with finitely many patterns at the critical temperature 1/β _c = 1. At the critical temperature, the measure-valued random variables given by the distribution of the appropriately scaled order parameter under the Gibbs measure converge weakly towards a random measure which is non-Gaussian in the sense that it is not given by a Dirac measure concentrated in a Gaussian distribution. This remains true in the case of β = β _N →β _c = 1 as N→∞ provided β _N converges to β _c = 1 fast enough, i.e., at speed ?(1/). The limiting distribution is explicitly given by its (random) density. Received: 12 May 1998 / Revised version: 14 October 1998     

The Legendre transform of two replicas of the Sherrington-Kirkpatrick spin glass model

Summary We prove a variational inequality linking the values of the free energy per site at different temperatures. This inequality is based on the Legendre transform of the free energy of two replicas of the system. We prove that equality holds when1/ and fails when 1/ <1. We deduce from this that the mean entropy per site of the uniform distribution with respect to the distribution of the coupling _i ¹ _i ² = _i between two replicas is null when 01/ and strictly positive when 1/ <1. We exhibit thus a new secondary critical phenomenon within the high temperature region 01. We given an interpretation of this phenomenon showing that the fluctuations of the law of the coupling with the interactions remains strong in the thermodynamic limit when>1/ . We also use our inequality numerically within the low temperature region to improve (slightly) the best previously known lower bounds for the free energy and the ground state energy per site.     

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].     

Homogenization of a parabolic model of ferromagnetism

This work deals with the homogenization of hysteresis-free processes in ferromagnetic composites. A degenerate, quasilinear, parabolic equation is derived by coupling the Maxwell-Ohm system without displacement current with a nonlinear constitutive law: