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.     

Hydrodynamical limit for a Hamiltonian system with weak noise

Starting from a general hamiltonian system with superstable pairwise potential, we construct a stochastic dynamics by adding a noise term which exchanges the momenta of nearby particles. We prolve that, in the scaling limit, the time conserved quantities, energy, momenta and density, satisfy the Euler equation of conservation laws up to a fixed timet provided that the Euler equation has a smooth solution with a given initial data up to timet. The strength of the noise term is chosen to be very small (but nonvanishing) so that it disappears in the scaling limit.Research partially supported by U.S. National Science Foundation grants DMS 89001682, DMS 920-1222 and a grant from ARO, DAAL03-92-G-0317Research partially supported by U.S. National Science Foundation grants DMS-9101196, DMS-9100383, and PHY-9019433-A01, Sloan Foundation Fellowship and David and Lucile Packard Foundation Fellowship     

An intermediate phase with slow decay of correlations in one dimensional 1/|x−y|2 percolation,Ising and Potts models

We rigorously establish the existence of an intermediate ordered phase in one-dimensional 1/|x–y|² percolation, Ising and Potts models. The Ising model truncated two-point function has a power law decay exponent which ranges from its low (and high) temperature value of two down to zero as the inverse temperature and nearest neighbor coupling vary. Similar results are obtained for percolation and Potts models.Alfred P. Sloan Research Fellow. Research supported in part by NSF Grants No. PHY-8706420 and PHY-8645122Research supported in part by NSF Grant No. DMS-8514834 and AFOSR Contract F49620-86-C0130 at the Arizona Center for Math. Sciences     

Critical point dominance in one dimension

The renormalized, dimensionless 4-point coupling constant of scalar one dimensional field theories is maximized uniquely by the critical point theories (obtainable as the scaling limit of ⁴ models). The renormalized coupling constant of certain scalar one dimensional lattice field theories is maximized uniquely (for fixed correlation length) by the corresponding spin-1/2 model.Alfred P. Sloan Research Fellow, on leave from Indiana University. Research supported in part by NSF Grant MCS 77-20683 and by the U.S.-Israel Binational Science Foundation     

Random walk in random environment: A counterexample?

We describe a family of random walks in random environments which have exponentially decaying correlations, nearest neighbor transition probabilities which are bounded away from 0, and yet are subdiffusive in any dimensiond<.This author partially supported by NSF grant DMS 83-1080This author partially supported by NSF grant DMS-85-05020 and the Army Research Office through the Mathematical Sciences Institute at Cornell University     

Aggregation and intermediate phases in dilute spin systems

We study a variety of dilute annealed lattice spin systems. For site diluted problems with many internal spin states, we uncover a new phase characterized by the occupation and vacancy of staggered sublattices. In cases where the uniform system has a low temperature phase, the staggered states represent an intermediate phase. Furthermore, in many of these cases, we show that (at least part of) the phase boundary separating the low-temperature and staggered phases is a line of phase coexistence-i.e. the transition is first order. We also study the phenomenon of aggregation (phase separation) in bond diluted models. Such transitions are known, trivially, to occur in the large-q Potts models. However, it turns out that phase separation is typical in bond diluted spin systems with many internal states. (In particular, a bond aggregation transition is not tied to a discontinuous transition in the uniform system.) Along the portions of the phase boundary where any of these phenomena occur, the prospects for a Fisher renormalization effect are deemed to be highly unlikely or are ruled out altogether.Partly supported by the NSF grant DMS-93-02023 (L.C.), the grants GAR 202/93/0449 and GAUK 376 (R.K.), and the NSF grant DMS-92-08029 and the Russian Fund of Fundamental Investigations grant 93-01-01470 (S.B.S.).     

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     

Limits on stability of positive molecular ions

It is shown that a positive diatomic molecule consisting of N electrons and two nuclei with charges Z ₁ and Z ₂ is unstable with respect to breakup into two atomic subsystems if the nuclear charges are sufficiently large. Bounds on the critical charge are obtained in the limit as N .Research supported in part by NSF grants DMS-8709805 and DMS-8808112.     

On the Largest Eigenvalue of a Random Subgraph of the Hypercube

Let G be a random subgraph of the n-cube where each edge appears randomly and independently with probability p. We prove that the largest eigenvalue of the adjacency matrix of G is almost surely where (G) is the maximum degree of G and the o(1) term tends to zero as max(^1/2(G),np) tends to infinity.Research was supported in part by the NSF grant DMS-0103948.Research was supported in part by NSF grants DMS-0106589, CCR-9987845 and by the State of New Jersey.     

Simulated annealing via Sobolev inequalities

We use Sobolev inequalities to study the simulated annealing algorithm. This approach takes advantage of the local time reversibility of the process and yields the optimal freezing schedule as well as quantitative information about the rate at which the process is tending to its ground state.Research supported in part by NSF Grant DMS-8609944Research supported in part by NSF Grant DMS-8611487 and ARO DAAL03-86-K-0171     

Projective embeddings of complex supermanifolds

We generalize the Kodaira Embedding Theorem and Chow's Theorem to the context of families of complex supermanifolds. In particular, we show that every family of super Riemann surfaces is a family of projective superalgebraic varieties.Research supported in part by NSF grant DMS-8704401Research supported in part by NSF grant DMS-4253943Research also supported in part by NSF grant DMS-4253943     

Classical and quantum mechanical systems of Toda-lattice type

Solutions to the classical periodic and non-periodic Toda lattice type Hamiltonian systems are expressed in terms of an Iwasawa-type factorization of a large Lie group. The scattering of these systems is determined in the non-periodic case. For the generalized periodic Toda lattices a generalization of Kostant's formula is obtained using standard representations of affine Lie groups.Research partially supported by NSF Grant MCS 83-01582Research partially supported by NSF Grant MCS 79-03153     

Grad ø perturbations of massless Gaussian fields

We investigate weak perturbations of the continuum massless Gaussian measure by a class of approximately local analytic functionals and use our general results to give a new proof that the pressure of the dilute dipole gas is analytic in the activity.Research partially supported by NSF Grant DMS-8802912Research partially supported by NSF Grant DMS-8601978 and DMS-8806731     

A low temperature expansion for classicalN-vector models. I. A renormalization group flow

A class of low temperature lattice classical spin models with a symmetry groupO(N) is considered, including the classical Heisenberg model. In this paper a renormalization group approach in a small field approximation is formulated and studied, with a goal to prove the so-called spin wave picture displaying massless behavior of the models.The work has been partially supported by the NSF Grant DMS-9102639     

The Beltrami spectrum for incompressible fluid flows

Recently V. Yakhot, S. Orszag, and their co-workers have suggested that turbulent flows in various regions of space organize into a coherent hierarchy of weakly interacting superimposed approximate Beltrami flows. A mathematical framework is developed here to study organized Beltrami hierarchies in a systematic fashion. This framework is applied to several important classes of examples with universal Beltrami hierarchies. An analysis of the persistence of such Beltrami hierarchies is also presented for general solutions of the Navier-Stokes equations.Research partially supported by grant NSF DMS-860-2031. Sloan research fellowship gratefully acknowledgedThis research was partially supported by grants NSF DMS 86-11110 and DARPA — ONR N00014-86-K-0759     

Uniqueness of the infinite cluster and continuity of connectivity functions for short and long range percolation

For independent translation-invariant irreducible percolation models, it is proved that the infinite cluster, when it exists, must be unique. The proof is based on the convexity (or almost convexity) and differentiability of the mean number of clusters per site, which is the percolation analogue of the free energy. The analysis applies to both site and bond models in arbitrary dimension, including long range bond percolation. In particular, uniqueness is valid at the critical point of one-dimensional 1/x–y² models in spite of the discontinuity of the percolation density there. Corollaries of uniqueness and its proof are continuity of the connectivity functions and (except possibly at the critical point) of the percolation density. Related to differentiability of the free energy are inequalities which bound the specific heat critical exponent in terms of the mean cluster size exponent and the critical cluster size distribution exponent ; e.g., 1+ (/2–1)/(–1).Research supported in part by NSF Grant PHY-8605164Research supported in part by the NSF through a grant to Cornell UniversityResearch supported in part by NSF Grant DMS-8514834     

Classification of singular Sobolev connections by their holonomy

For a connection on a principalSU(2) bundle over a base space with a codimension two singular set, a limit holonomy condition is stated. In dimension four, finite action implies that the condition is satisfied and an a priori estimate holds which classifies the singularity in terms of holonomy. If there is no holonomy, then a codimension two removable singularity theorem is obtained.Research partially supported by NSF Grant DMS-8701813Research partially supported by NSF Grant INT-8511481     

A Poisson Structure on Compact Symmetric Spaces

We present some basic results on a natural Poisson structure on any compact symmetric space. The symplectic leaves of this structure are related to the orbits of the corresponding real semisimple group on the complex flag manifold.Acknowledgements We thank Sam Evens for many useful discussions. The first author was partially supported by NSF grant DMS-0072520. The second author was partially supported by NSF(USA) grants DMS-0105195 and DMS-0072551 and by the HHY Physical Sciences Fund at the University of Hong Kong.     

Ground State Energy of the Two-Component Charged Bose Gas

We continue the study of the two-component charged Bose gas initiated by Dyson in 1967. He showed that the ground state energy for N particles is at least as negative as –CN^7/5 for large N and this power law was verified by a lower bound found by Conlon, Lieb and Yau in 1988. Dyson conjectured that the exact constant C was given by a mean-field minimization problem that used, as input, Foldys calculation (using Bogolubovs 1947 formalism) for the one-component gas. Earlier we showed that Foldys calculation is exact insofar as a lower bound of his form was obtained. In this paper we do the same thing for Dysons conjecture. The two-component case is considerably more difficult because the gas is very non-homogeneous in its ground state.Dedicated to Freeman J. Dyson on the occasion of his 80th birthday©2003 by the authors. This article may be reproduced in its entirety for non-commercial purposes.Work partially supported by NSF grant DMS-0111298, by EU grant HPRN-CT-2002-00277, by MaPhySto – A Network in Mathematical Physics and Stochastics, funded by The Danish National Research Foundation, and by grants from the Danish research council.Work partially supported by U.S. National Science Foundation grant PHY01 39984-A01.     

Large n Limit of Gaussian Random Matrices with External Source, Part I

We consider the random matrix ensemble with an external sourcedefined on n×n Hermitian matrices, where A is a diagonal matrix with only two eigenvalues ±a of equal multiplicity. For the case a>1, we establish the universal behavior of local eigenvalue correlations in the limit n, which is known from unitarily invariant random matrix models. Thus, local eigenvalue correlations are expressed in terms of the sine kernel in the bulk and in terms of the Airy kernel at the edge of the spectrum. We use a characterization of the associated multiple Hermite polynomials by a 3×3-matrix Riemann-Hilbert problem, and the Deift/Zhou steepest descent method to analyze the Riemann-Hilbert problem in the large n limit.Dedicated to Freeman Dyson on his eightieth birthdayThe first author was supported in part by NSF Grants DMS-9970625 and DMS-0354962.The second author was supported in part by projects G.0176.02 and G.0455.04 of FWO-Flanders, by K.U.Leuven research grant OT/04/24, and by INTAS Research Network NeCCA 03-51-6637.